1. Set some up right away. You'll forget until performance goes down and then you look bad. I'd create a clustered index right away, and then index PK/FKs as well. The choice of the clustered index depends, so read about choosing them for your application.

2. You have to test. Having non clustered indexes in place can slow a load, or the rebuild can be slower. There's no answer here that's right.

3. Multi-column indexes depend on your queries. Are you using these columns together in joins or filters often? If so, then it makes sense to have them in one index.