If you have a 1.6 OSSC, be sure to use the -aud firmware, otherwise you won’t get any audio.
To answer your questions/concerns:
1. Configuration is generally performed using the remote, and the current state of settings explicitly needs to be saved to a profile in order to survive power cycles.
You can also configure settings and profiles using this tool, which will generate a JSON dump of your settings that you write to a MicroSD card the same way you would a firmware update, and then use the profile import functionality to load them onto the OSSC. The OSSC wipes all profiles and settings when you do a firmware update, so having a copy of your settings that you can just import after a firmware update is handier than reconfiguring all of your settings/profiles after every firmware update.
2. Generally, the default configuration is satisfactory for most consoles and games. If something doesn’t look right in a particular game or for a particular console, then you can make adjustments and save those changes to a different profile. When you decide you want to play that particular console, you would load the corresponding profile using the remote, and then you would switch back to the previous profile when you’re done.
Personally, I mainly use the default settings for Dreamcast, PS1, PS2, Xbox, and [pre-HDMI] Xbox 360, and the only alternate configuration I need is TX Mode set to DVI for my PS2, Xbox, and Xbox 360, as those use TOSLINK for audio, and the OSSC always puts an audio stream over HDMI that prevents my AVR from falling back onto TOSLINK.
3. For your PAL consoles, I’d probably leave them at the default settings, which will get you line-doubled 288p and 576i, resulting in clear 576p and bob-deinterlaced 576p respectively. If bob-deinterlacing looks bad to you and/or you have a display that will take 576i over HDMI, go into the settings and set 480i/576i proc to passthru so you can let your display do the deinterlacing.
If you’d like to experiment with line3x/4x/5x, you can try making the adjustments recommended in this thread.
Additionally, if you would like 480p output from your Dreamcast, you will need to get either a ‘VGA box’, like those from BeharBros (I personally recommend the Toro connected to the OSSC via male-to-male SCART to take advantage of the low-pass filtering on the SCART input, AV1, that isn’t available on the DE-15 input, AV3).
You may also be interested in native HDMI modifications, which are available for the N64 (UltraHDMI) and Dreamcast (DCHDMI) and provide fully digital-to-digital conversions and scaling built-in. They’re not exactly cheap nor easy to install, but they’re the best way to get audio and video out of these consoles.