[Endoperez]

1) Standard victory condition is "vanquish all your enemies". It takes a long time, and often isn't rewarding. The game ends with "Game over" message IIRC.
Victory by Provinces game ends when one player has the set number of provinces (which you choose), by Victory Points lets you allocate both the number of random VP provinces and the number of VP needed, victories by dominion and research end when one nation fills the requirement.
You always choose the limit in game creation.

2) Assassins and Spies have to move to the province. Scouts are neither assassins or spies, and not all nations have either. Ulm has Spies, Marignon has both Spies and Assassins IIRC, Bards of Man are Spies IIRC, Abysia's Slayers can assassinate, etc.
All assassins and spies are stealthy, and can move through enemy provinces. If you have a spy in an enemy province, you see more things than with a scout, like magic sites. When hiding in enemy province, a Spy can be given special command Instill Uprising, and an Assassin the command Assassinate.

3) 6 is probably easiest. The computer can advance very fast in the default indep. level of 3, and on 6 the game is easier for less experienced players. Most experienced player move towards higher indep. settings, at least for multiplayer.