The finger thing: Maybe the action's higher than it is on whatever guitar you've been playing up until now? Maybe it's just because you're playing more than you were and have thin calluses?

I think the end pins might come separately. I would have had to buy one, but I got the display model and they'd stuck an end pin in it. I'd think if it were new, it would have come with papers.

I don't know why some guitars sound better when their made exactly the same way as others. Maybe it just comes down to details like the grain of the wood or something. I have a relatively cheap Guild that I think sounds better than some guitars that cost people a couple thousand dollars.