Very pleased to discover this site of technically minded folks and general enthusiasts...
Does anyone have suggestions for the following issues?
1- Starting the little beast when fully cooled (and I don't mean serious cold, just a chilly Vancouver night after 24hrs rest)... not resembling the warm purring kitten I experienced when I drove it first (pre-warmed at the dealer's)!

I know this is a common issue, as I've read in other posts, but just what is considered difficult? Please bear in mind this is my first diesel vehicle experience as well, so feel free to start with the basics.
The little dashlight coil symbol only stays lit a short 2 seconds or so, and that apparently isn't enough to get it going. So I tried on and off a few times, and was more generous with the gas pedal... Got it going, but it worries me that when I get back home to the Kootenays and deeper cold nights...
2- There is a sound that is very unnerving when I brake to a stop or near-stop, only when there is significant momentum and weight of the whole carcass still going forward... especially noticeable on a steep downhill slope when coming to a stop. The sound is a heavy creaky/clunky sound somewhere in the front end. Maybe this is too vague to describe in words, but I'm putting out feelers in case it is a common problem... I definitely will take it back to the mechanic/dealer to check it out (SK in port coquitlam); hopefully they'll know!
3- I read on a post somewhere advice about driving with the o/d off in town (up to 60-70km); this was my general intuition as well, but how does it work? I thought the o/d would only kick in after 4th gear anyhow, but apparently that isn't the case?
4- Last question for now... I read a thread about installing a "pyro" -- forgive the less tech-minded such as myself, but what the... is a pyro?? It kind of freaked me though, reading that my engine could get red hot at 100km in cool weather on a flat highway, and that it might cost me a new engine because I was ignorant of the crucial "pyro"!
Maybe there's nothing to worry about; I'll just head down to the mechanic's and say to him: "please replace the glow plugs, remove that weird clunking in the front end, and throw in a block heater and quality pyro for good measure..."

Thanks for your patience
* Nathan