4 questions

[Suicide Junkie]

If there is an enemy in the system, the sentry order would be cleared immediately...

If there is a little number to indicate moons, just click the sector with the planet/moon system.
In unmodded games, 99% of the time, the moon will be a vaccuum world. (none atmosphere)
You can usually tell what kind of atmosphere the planet is by it's colour.
Blue/green=oxy, Green/Brown = CO2, Red/Orange = H2, Purple/Blue = Methane, Grey = None

Population helps, but in the unmodded game is usually not critically important.

Fleets are one of the most useful tools. Also, find chokepoints, and plug up warppoints with stacks of ships. If you only have two or three systems the enemy can attack, and you aren't chasing down little intruders all the time, it is much easier.
Use waypoints to have ships built at your spaceyards automatically move to the front line resupply depots/staging area.