1) Turn off the ESP or ASR. It's the button underneath the center vents on the dash.
2) It happens... it's a VW.
3) It will get worse while you drive. The dealer actually isn't lying to you. For some reason VW decided to put an intercooler on the 1.8Ts smaller than a toaster, stuffed in the corner of the front of the car... If you're looking at the front of the car, look in the vent on the left. You should be able to see it, if not, it might be blocked by debris which could be causing your problems.
4) No clue... see my answer to #2
5) You numbers sound right with what my GLI was getting. When I drove like a moron, I'd prob get about 280-300, but if I drove it like my 70 year old gramma I could get upwards of 350-380.
6) If you amp wasn't working, you wouldn't have sounds. And yes it's missing something, it's missing highs, lows and mid range
7) Normal, cold start. I'm sure the idle was louder as well.
The ECU of any car will adapt to your driving habits. If you baby it, it will turn into a baby. If you beat the hell out of it at least once or twice during a drive, it will love you just as much as you love it. I drove my GLI like I stole it from day one. It never had any major problems... You shouldn't notice any turbo lag as these cars can see full boost as low as 1800 rpms. We have the smallest turbo in the world (not really) and it spools like a motherfucker. I would invest in a boost gauge asap. It's the best thing to help diagnose problems. Stock you should be pushing around 8-10 psi for that model year. Are you sure the car wasn't modded before you became the owner? There might be some aftermarket parts still installed...