donc,
1) Yes, the computer stores information which "personalizes" items like transmission shift, etc. based on your driving habits. To retain this info, simply clip on a 9 Volt battery to the Exby's battery leads (you can actually buy a prepared setup at most auto parts stores or on the web). This will keep voltage to the computer, and retain the info. On the other hand, if you don't, the computer will "relearn" after a few miles of driving around.
2) Gas - just use 87 octane (unless you have added a performance chip). There is no gain to using anything more as far as I have found, unless you just like to spend money.
3) 4WD - No big issues. You can shift into A4WD at any speed, and I think you can shift into 4HI while you are going under 50mph.
The only issue is with 4LO. In this mode you have to stop and shift into Neutral, BEFORE you select 4LO, for the center diff to change to low gear.
Also, I have noticed that you should use the drive mode selector switch SLOWLY. What I mean is that you should wait to see the indicator lights change to the selection you made before continuing the move the selector knob. I also wait to hear the "clunk" of gears moving. I found out the hard way during a snow storm that I was not in 4HI - even though the indicator said I was - because I switched too rapidly.
Hope this helps!!!