howdy! and welcome!
1) possible you have burnt the cotton on the coil - this can be caused by not priming it prior to vaping (making sure the cotton wicking in the coil head is saturated) or by juice not wicking properly - wick has to stay wet to keep cotton from burning - once cotton is burnt, coil has to be replaced
2) likely the one in the device was the .5 ohm coil and other is 1.2 or 1.5 ohm coil... should say on side of coil head what ohm rating is... those two coils require different wattage levels (i run the .5 around 25-35 watts depending on juice - better to start low, work up slowly to find 'sweet spot'... the 1.2 or 1.5 ohm coil i would likely start around 12-15 watts and work up - likely top end will be no more than 20 watts on those, probably a little lower)... the ohm rating on the coil has to do with resistance - lower ohms (.5) require a bit more power but heat up quicker and produce more vapor, warmer vape - and with a sub ohm (anything under 1.0 ohms, you likely will want a lower nic level juice - typically, if you were using a 12-18mg nic juice on a plus ohm (over 1.0 ohm) coil, you will want to drop to a 6mg nic juice on the .5ohm coil)
3) yes - see above - can vary somewhat from person to person, depending on preferences, but short answer is yes...
keep in mind, trick here is going to be dialing in the basics, then finding what works for YOU
to steam heat's point - what kind of juice are you using? nic level? pg/vg ratio (that impacts both wicking and throat hit when vaping)
you can do this - just gotta breathe and keep trucking - you are on the right path and in the right place