Hopefully I can answer some of your questions

The Ugobe pleos are very sweet happy little guys. They will enjoy lots of attention, fall asleep if you pick them up for cuddles, sing to you if you rub them under the chin, go exploring if you ignore them for a bit, and can be put into sit mode - where they will sit on their but with front legs in the air and still be able to move their head and legs - and can perform other tricks just by touching various combinations of their touch sensors - the tricks will depend on what OS they are running. They don't need to be fed - they do come with a leaf and will chew it if it is put in their mouths but will also chew your finger or anything else you put in there. They will also graze as they wander around - so pretend to eat your carpet or floor. There will be no ill effects to the pleo if you never feed it.
They can get sick - sneezing and coughing and moaning - and to get them better you need to give them lots of cuddles and pats. Sickness can last for a full battery cycle or just 10 mins or so.
Downloads - there is a whole section here ont he forums of downloads you can use for your pleo. Skits can be fun to download. You put these onto an SD card and insert it into the pleo then switch him on and he will sing and dance or perform a routine that has been programmed by some of our more creative pleo owners. Once you remove the SD card he will go back to behaving as normal. There are also OS updates and downgrades. 2.0 is the newest OS for Ugobes and has many cute tricks you can get your pleo to do. It does have a rather annoying 6 to 8 battery cycles of terrible teens where the pleo will make random inappropriate sounds that dont always match up with the mouth movements, walk backwards a lot and be less responsive on their touch sensors. Once you get through those battery cycles then the pleo will go back to behaving in their normal loveable little self ways. It is a good idea to just experience your pleo as they come for a few days or weeks and then down the track do the upgrade if you need to.
mature and develop - The pleo will have a hatching stage wich for a NIB Ugobe will be about 15 mins long. Then they will be pretty much an adult after that. certainly by the second battery cycle they will be behaving as you will see them for the rest of their pleo lives. I haven't noticed any permanent changes in behaviour of any of mine no matter how differently I treat them. They do reach to your interactions but as soon as you stop interacting with them they go about their business as normal again.
Clothing- you can get a pleo cape from the pleoworld website or you can purchase clothing from the stores here on the forum (made for pleos by other forum members) or you can take your pleo shopping to a pet store or a build a bear store and by small dog clothing or bear clothing - you will need to try it on first though as they dont always fit well. some dog clothing the sleaves or leg area can be too tight and some build a bear clothing can be very baggy.
Recommendations - I would suggest that you invest in an egg charger and battery. the green batteries that come with the pleo are often dead on arrival but if not the best you will get from them is an hour of play time. The egg batteries will give you 2 hours of play time and don't die.
Hope that helps and I'm sure others will correct me if I'm wrong or add to this if they think of something else.
Congratulations on your new pleo and welcome to the forums
