Quick reply to address your issues:
- the binding menu idle time is configurable with the variable `dotspacemacs-which-key-delay`, check the docstring.
- The key binding you missed (should be listed in the quick start guide) is `SPC h SPC` which is used to find various info like FAQ, layers, packages config, dotfile variables etc... try it for yourself: `SPC h SPC which-key` and choose `dotspacemacs-which-key-delay` then RET, you can now modify its default value of 0.4sec to 0.
- `SPC :` to access _all_ interactive commands of Emacs (`SPC SPC` in develop, shortcut configurable of course).
- to discover how to close a window just press `SPC` then look for `window` and so on, it takes 10 seconds to discover it ;-)
- If you were not familiar with Vim you can choose to opt for Emacs key bindings and `SPC` becomes `ALT-m`, everything else is the same. But you are familiar with Vim so I don't see what issue you want to raise.
Thank you for trying Spacemacs :-)