yes the "H" is normal. many people requested this, it just shows that you are connected to HSDPA. the stock ROM still used HSDPA, but it just said 3G instead. its just a graphical thing, no worries.
I installed the google add-on too, for all my google services. but i dont remember any new radio. my radio was still the same after i flashed cyanogen, it was 4.00.04 or whatever.
so the spare parts is included to help do lots of good things. for example, the FIRST thing you should do is install a black notification bar, so you dont get the screen burn in from the white stock color bar. spare parts allows you to change the colors of the clock time to white, black, or any color you want. same with other things like the pull down shade colors for all those components there. this helps because i immediately started trying out morphs, which are things like using desire icons for signal strength, wifi, pull down shade, etc. and the desire is black color, so you need to change all the text colors to white or somthing to see on black. there are some REALLY slick packages. i'm using black matte if you want it.
anyway, the superuser permissions thing is for when you install anything that needs root superuser access. for example if you install titanium backup, it will ask you for superuser access, just so it can access down at the root leve. no worries about it.
the terminal app included is just like if you were on your computer with usb connected, and you were giving fastboot commands on your computer to the phone. the terminal app can now do that right on the phone, so you wont need a computer.
and i havent played with devtools much yet, so not sure what they do. i think it will allow you to close certain things like the mp3 store that was impossible to get rid of. now you can.
you dont even have to worry about any of these "extras". they are just included for those who want to use them.