1. No flavor difference, just a better.... well, a more consistent crush/efficiency. Your runoff will usually never be "clear" but you should not be getting a lot of grain particles passing through if you vorlauf/recirculate well enough. Also make sure to take you runnings slow and consistent. Surging slow to fast can cause issues with your grain bed and possibly jar particles loose.
2. Only thing is to bring them up to room temp if they've been sitting in a fridge or the like....As for the flour, dump it in and get all the goodness they have to offer.