It seems you have a lot of questions, I suggest reading SiamJai's Unofficial Manual, as Razzorman suggested.
Remember, custom content doesn't go in the "/Data" folder, it goes in "/Worlds/Level name here/" and then in a folder named Tilesets, Ambiance, Gradients, Custom Objects or Music, depending on what it is. (if they don't exist, just make them) The naming scheme should be the same as the ones used in the Data folder.
The '+' is a guide to help you see the tile you are working on better, and the position compared to other things. Very helpful.