1.a. Drawing a tiled background basically involves using a for-loop to draw an image several times in different places, making a "single" image. There are lots of tutorials on tiling (including a couple here on the Wiki), so I won't go into that too much here.
1.b. You can draw your background first, and after that draw everything that should appear above, and that's all it takes. If that doesn't work for some reason, make sure you're drawing everything in the correct Z Order (see the MSDN for more details on drawing sprites with Z ordering).
2. This is most likely due to your window having a different resolution/aspect-ratio from your screen. One approach to the issue would be to draw borders around the play area, and make sure that the play area itself is always centered on the screen. Another would be to make sure that windowed mode and fullscreen mode use compatible aspect ratios.
3. One way to do this would simply be to draw something that covers the screen (a solid color, or maybe even a tiled background), and then use text to display your message. Then you can draw two "buttons" (either with code or with actual images) that the user can click on to decide what to do. Simply check for the mouse's position to see which button (if any) it is over on a click.
If you need any more help or explanation on anything, let us know!