Congratulations, you'll love the 21!
1) Mind the horizon and your feet! Expect a certain amount of light falloff towards the corners. Normally this isn't a problem or even noticeable. Create and carry a small DOF chart with you. Ditch the hard case and use one of the Contax soft lens bags instead.
2) Never though about it. I suppose you could dig through the bins of older photo shops that used to carry film gear, there might be some filters thing available that small. Offhand I don't even know the diameter.
3) I use the finder only while shooting and keep it in a small drawstring bag clipped to the shoulder strap the rest of the time. It's not so loose that it will fall off without provocation, but if you're in the habit of slinging the camera over your shoulder for extended periods it could work its way off. If you want to use it this way, you could tape or shim it into place for peace of mind.
4) Once in awhile parallax error will affect careful centering of closeup images. I'm a little sorry that Contax didn't make the effort to put a distance adjustment dial on the finder. Anyway, study the provided diagram and be ready to shift your framing a bit. The 21 will have you literally atop certain of your subjects to take advantage of its unique capabilities.
I'd never owned a superwide lens before getting the 21 and am still learning how to take advantage of all it can do.
--Rick