1) Yes, you have restrictions due to hardware limitations. 2) Not fundamentally different, just extra requirements to keep in mind. Interaction with interrupts, interfacing to hardware, portability to different processors/development environments for example. 3) Pick up a cheap development board and write a "Hello World" project from scratch. Add a resistor and LED to your project and blink it. For example using: https://www.amazon.com/HiLetgo-ESP-WROOM-32-Development-Microcontroller-Integrated/dp/B0718T232Z/ https://www.amazon.com/REXQualis-Electronics-tie-Points-Breadboard-Potentiometer/dp/B073ZC68QG/

4) I think familiarization with the RTOS and possible cloud connectivity options (such as AWS IoT), or maybe a few serial protocols, or a micro web server would be of at least as much benefit as becoming uber aware of one microprocessor specifics.

5) The Saleae Logic 8 is a nice entry level logic analyzer - useful for watching logic signals. You can get a cheapy multimeter like: https://www.amazon.com/AstroAI-Digital-Multimeter-Voltage-Tester/dp/B01ISAMUA6/ while saving up for a nice Fluke.