Hi and welcome to the forums, Esmerical! I'll see if I can answer your questions. I'm sure others on here would be more than happy to offer their help and advice as well.
To answer your first question, it's a matter of personality. Some RB's roam around, others don't. For the first few hours of its life, your little one won't be roaming anywhere. It will act very much like a newborn puppy or kitten- moving its limbs around slowly and mostly making baby sounds and sleeping. It will take several battery cycles- which last about two hours- before your pleo starts doing any real roaming.
As far as battery-dead behavior, the pleo will go into a standing position, lower its head and tail, and then shut off after giving three beeps.
Several people ask about Old-age stage. It will take three cumulative years of run-time before your pleo will enter old age so you'll have plenty of time. In my case, my pleo's started to have mechanical problems about two and a half years into their lives. Normally, there are only two changes that happen at this stage- their motion speed will slow down to the speed they move at in hatchling stage and they will go to sleep very quickly if they are not petted. Have no fears, though. I have two RB's, both of them are in old-age stage and though they have both gone lame in their front right legs from mechanical issues, they are still very happy companions. Thankfully, they don't die.
I think you can get buy without the extra accessories. The foods just give you ways to tweak their current emotions/mood/climate-control functions. The pepper gives extra energy and cancels the "cold" response and the Ice cube cancels the "too hot" response. I think if you modify the tempreture of their play area, you can do the same thing without the food. I hope this was helpful and I'm sorry for my horrid spelling. I'm blind and so Braille is my first written language. I'll be waiting anxiously for news on your little Christmas arrival!
Talon