1.) In the Thunder Plains, there will be a tower that is laid over. Go over to it and keep hitting X and it will tell you that you obtained the spirit lance.
2.) When you avoid a certain number of lightening strikes, a treasure chest will appear in front of the Al Bhed shop. The item in it will change depending on the number of strikes you've dodged. When you dodge 200 in a row without leaving the area or cheating, the chest should contain the Venus Sigil. It shouldn't matter where you dodge the strikes at just so long as you do 200 in a row.
3.) On the map, The point of your marker is your compass. When the point is facing up, that is north. Left is west. Right is east and down is south.
Hope this helps.