My first tip before I even start, look in your local library/on amazon for "Three In A Bed" by Deborah Jackson.
OK now to answer your questions:
I didn't used to wind DS after night feeds, but he wasn't a very windy baby. If he needed winding I'd hold him to me and roll onto my back so he was lying face down on my chest and stroke his back, which would make him fart. If that didn't work I'd sit up and wind him.
In the beginning, I wore Bravado bras (they are like sports bras so not uncomfortable) with breastpads and just undid them as needed. After a few weeks I found I could get away with just one breastpad, as I only leaked when feeding from the other boob, and after a few months didn't need them at all. Different women leak differently though, you will have to wait and see. I used to keep a stack of prefolds near the bed so if I leaked loads/DS was sick/dribbled/nappy leaked, I could put the prefold over the wet patch and worry about it in the morning.
See pic on my profile (I think this has been covered. )
You don't need to waterproof, but as we only bought a new mattress while I was pg I felt it best to have a mattress protector. I am fed up with ours now as it's rustly and sweaty, but I am told Motherease do good ones, more expensive but worth it, and I'm planning on getting one of those instead.
Actually, the main reason we used the mattress protector was that I was planning a home birth and (a) wasn't sure if I'd give birth in my bed, and (b) knew there would be heavy bleeding in the first few days after the birth. As it happened I went into hospital, but was home within 12 hours and the mattress protector is bloodstained now - but the mattress is fine, so well worth it IMO. Also DS regularly used to wee on me/the bed when I changed him, I would leak milk, and once I spilled a bowl of water on the bed when I was changing him half asleep (about the time we abandoned cottonwool + water and started using wipes!!)
Yes, definitely possible to have separate covers. DS was born in October (it was cold) and I used to wear a dressing gown as people have described using the slanket (GREAT idea btw!) and have the duvet up to my waist. We have never had heating on overnight and I found I was warm enough. DS had his own blankets so I could adjust layers. I only used grobags when he was in the cot, as he used to kick the blankets off when I wasn't adjusting them constantly. For spring/autumn when it's milder, long sleeved pyjamas or a nightie which opens in the front is a good idea if your top half will be out of the duvet.
I think feeding on demand is the best thing to do when they're tiny. I would wake up, latch him on, and go back to sleep, so it wouldn't matter to me that it was at irregular times. I'm not really sure what you're asking though - let us know if you want more info!
I don't think you can encourage a tiny baby to do anything, tbh - yes, they will suckle at night for comfort as well as milk, but that is good, it's actually really important for your supply. And you'll likely be asleep anyway! They grow out of this need - and if you want to introduce a dummy it's fine to do so, but best to wait until about 6-8 weeks so that bf is established first.
Just wanted to mention a few other things
We use a bedside cot and I've found it really useful. I actually adapted a normal cot, I found it stood up absolutely fine with the third side taken off, and DH made some extra holes in it so that we could raise the base to be level with our bed. This serves many purposes - it extends the bed, stops him from rolling off and means I can have the benefits of cosleeping but feel safer if I have had a drink/want to cuddle up to DH, snuggle up properly into the duvet or sleep on my back/front - I just scoot him into the cot and then I can't possibly roll onto him. If you're planning to put him down for naps (or to bed early in the evening) in the cot this setup is helpful as well, until you get to about 6/7 months, as DS can now roll and shuffle his way out of the cot, across the bed and onto the floor - luckily not a big problem for us as he has most of his naps downstairs and goes to bed when I do, but something to consider if that's not the way you plan to do things!