Hey man, welcome to audioholics. I hope you stick around. I'll try to answer your questions as best I can.
Your system is known as a "Home Theater in a Box" system. (HTIB) Generally sold for convenience and ease of setup.
#1. It is normal for speakers to play at different volumes, which is why you need to calibrate them. Most of the times in movies and TV shows, the front speakers play louder than the rears. Download the manual for the system and pick up a Sound Meter (SPL Meter) from RadioShack for about $25. It will help you set the appropriate levels for your speakers.
#2. Using the headphone jack and only getting sound out of the left and right speakers is not uncommon. If stereo (L&R channel sound) is played through the input, the system may not be setup/configured to "expand" those 2 channels into 5. Check the manual to see if you can set the sound format to "expand" stereo information into surround format.
#3. Stick around this site. Go through the beginner forums, hit the internet, heck even go to the library to continue learning.
Home Theater is a way of life, not a hobby.