When you first arrive at Feros, speak to as many people there as possible, especially Fai Dan, Zhu's Hope leader. You will learn of the fate of Synthetic Insights, the Geth attacks and the settlement's needs of power, food and water. Whenever you get a new assignment or secondary objective, you will be notified in the pop-up and you can read more about what needs to be done in your journal.
Feros is pretty straight forward and fairly linear, so there's not too much of a chance to miss anything unless you don't like talking to people... in which case, you would miss a lot of quests.
If he died in Mass Effect 1 then he is not in Mass Effect 2. If he survived Mass Effect 1 he shows up in Mass Effect 2 but he can not be killed.
yes
No, Mass Effect 2 has a completely different weapon system.
Yes. Mass Effect is a good game series and you should start playing the Mass effect 1 on PS 3.
Yes.
If you played Mass Effect 1 the second game imports your old game save, so it would depend on how you played Mass Effect 1 as to whether or not Kaiden is alive. If you did not play Mass Effect 1, then the game will default to the character with the opposite gender to Shepard. So Ashley will be there with a male Shepard, Kaiden for a female one. Below is a link which has the important decisions you make in 1 and their effect in the sequel.
Yes. Mass effect one is available on the play station three.
No. Mass Effect 1 on ps3 is not a BLX set just by itself.
Shepherd is killed during Mass Effect 2's intro. He is literally remade from the ground up, meaning his skills are reset, and things like his class and even his gender can be changed from how they were in Mass effect 1.
Sure, as long as you don't import your previous file
You won't be able to import your save game from ME1.
This is up to you. But, my opinion is that you should definitely play ME1 first. You get a better feel on the Mass Effect Universe, and you will be more attached to the game, and will enjoy ME2 a lot more. Mass Effect 1 is a great game, as is Mass Effect 2, but if you have the time and the money, play ME1 first.