1. You can use anything there, they all have near the same damage output and are very situational, try them all and use the ones you find more cool.
2. It's EXTREMELY important, you won't survive longer without it, you need to learn atleast the 3 dash slashs JF.
3. They are very situational too, you can use 2nd job to literally destroy Berkas and big enemies, and that is it, there is not much special about this job besides that, and 3rd job is a good replacement for PK if you can't learn his JFs, really cool stuff.