I think I'm getting to be the veteran WiiU user on the board so I'll try to address all your points.
First thing's first, welcome to your new WiiU!
Launch day, they had a huge system update as well, so that's nothing new. However, you don't even want to know how slow load times were before some of the more recent updates. They can't pre-load Wind Waker because it has to be added through your WiiU e-shop account. It would have been either that, or throw the disk in there. Which they couldn't have done because the physical disk wasn't released until after the e-shop exclusive and the bundled system that you now own was already out in stores.
The 32GB will not probably last you long, especially if you go for the E-shop games over buying physical disks, as I have.
The Wii U itself doesn't use the SD card for memory, it's mostly there for Wii compatability.
As far as hard drives go for the WiiU there, is a little catch to them. Because the USB ports on the system are only USB 2.0, you need hard drives that either have an external power source or a Y split that uses both ports (one for power, the other for data).
A list of compatable hard drives can be found here. There are more that will work than are listed on the site, but those are the ones that have been tested and been deemed compatable by Nintendo themselves.
As far as playing Super Mario RPG goes, if it's on the Wii virtual shop (which is and shall continue to be completely seperate from the Wii U virtual shop), you will have to get the classic controller to play it. No GC compatability on the WiiU, which is the only reason that I'm keeping my old Wii. If it is bought from the Wii U virtual shop, though, all games there can be played directly through the gamepad. Seeing as the Wii didn't even have a gamepad, there will be no support for that controller on the Wii contained in your Wii U.
As for games, Wonderful 101 is fun as hell.