>"1) How do I restore the output window I clicked it away in order to make the editor usable in the first place?"
There are many ways, it comes down to personal preference. For example, would you prefer restoring the Output window using a keyboard or a mouse?
>"2) What the heck is a "project" and why do I need one?"
The same reason you probably use a makefile when working with Vim, to manage your dependencies and build configurations.
>"3) Why do I need so many frigging clicks to get to the debugger (the debugger itself is nice though I have to admit)?"
I don't know what you're talking about here, the debugger is accessible with hardly any effort at all. How many clicks are you using to bring it up?
>"The list goes on an on. All these things are far simpler with vim and gdb: Need to debug x87 fpu registers? One simple google search and you have an instructive plaintext website that tells you everything and off you go."
Depends on your use cases. I've personally never found MSDN documentation lacking, plus it's ridiculously easy to use. For example, when coding in C#, highlight a language keyword and press F1, you'll be brought to online documentation about that language feature.