Think of dent-pulling like sculpting. Examine the area you need to work on. The wide creased pads will create a pinched like pull, while others will create rounder or more narrow pulls.
1. How do I choose the right shape, size and texture?
Study the surface around the dent. Make sure you understand the panels geometry. For body lines you will want to use your creased pullers, and orbitals for your rounded sections. It's all situational depending on the panel.
Metal moves in certain ways. If you have a considerable sized dent, you may need to use a wider pad to do the initial pulls and then move onto smaller ones.
The "dimples" you speak of are so that area does not get pulled. It allows you to touch that surface with a smaller pad to further shape the panel. Similarly, the "textures" allow the metal to move in a way displayed by the pad and can aid in smoothing out ripples in the metal where further planishing will be required.
2. Can I use regular, hobby store hot glue with this, or do I need special hot glue sticks?
Use glue that is recommended by the kits manufacturer or at the very least the correct glue for the material it is being applied to.