You can keep a list of threads you want to 'watch' by clicking on the 'Watch this thread' link at the top of each thread (underneath where it says Topics>Site Stuff on this thread). It'll list all threads you've clicked this on under the 'I'm Watching' link (under where it says Mumsnet Talk).
As for name changing, 'fraid you can't do this on the mobile site, but there is a way round this. If you go to your registration details on your iPhone (using Safari or another browser), itll then take you to the desktop version of our site on your mobile device. There you can then go ahead and change your talk name in the same way as you would on the desktop site. After youve done that (and saved your changes!), you can reload the mobile site by going on mumsnet.com or clicking any link in the nav bar.