1) A lot of the setup in the simple tutorials is just getting a window going. That's just the way it is in Win32: it's a crusty old C API that takes a lot of boilerplate just for basic functionality. There's no reason not to use a framework to handle this for you, whether it's an existing one like SDL or one of your own design.
2) It's inherited from the Windows API. Almost all API's do something like this, since C/C++ only makes loose guarantees about the size of types. Using typedefs can ensure that the API is always working with the same size type. This isn't really much of an issue for x86 Windows platforms, so you can usually ignore them and using native types or the types from stdint.h
3) D3D uses a light-weight form of COM. Supporting COM requires C compatibility, which means you're mostly limited to functionality exposed in C (before C99). This is why you have things like pointers instead of references for function parameters, and structs with no methods. However there are actually "C++" versions of some of the structures that have constructors defined. They're named the same with a "C" in front of them, for instance CD3D11_TEXTURE2D_DESC. It's also possible to make your own extension structures if you want.
4) Mostly because the older samples are written in more of a "C with classes" style as opposed to modern C++. The newer samples written for the Windows 8 SDK actually make heavy use of exceptions, smart pointers, and C++11 features. In my home codebase I just made a wrapper macro for D3D calls that checks the HRESULT for failure, and if it fails converts it to a string error message and stuffs it in an exception.
5) This is indeed the same reasoning as #3. It can definitely be pretty ugly at times.
6) Also the same as #3
7) Yeah that stuff is rooted in the Win32 API, and it's seriously ugly. I never use the typedefs in my own code.
8) This comes from D3D being a COM API. DXGI actually happens to be even heavier on the COM compared to D3D, hence it taking the interface GUID as a function parameter. However I'm pretty sure you don't have to use __uuidof if you don't want, it's just a convenience.
The reason SharpDX doesn't "feel" the same is because they wrap all of this in types and functions that convert the COM/Win32 idioms into patterns that are typical to C#. You can certainly do the same except with modern C++ concepts, if that's how you'd like to do it.