Welcome aboard!
1) AFAIK, GWX models some historical events, so I think some of the messages actually have a meaning, but most (position reports from other boats, SOS messages etc.) are there just for the immersion.
2) Yes, SH3Cmdr works with GWX. And no, it doesnt force you to retire if you dont want to. There should be a setting for that.
3) Havent used that mod, so not sure what all it changes. If it only changes the sounds, it is 100% safe.
For the other extra mods, there's a skinpack for GWX made that I'd recommend.
Check this site for the skinpack and the SH3Cmdr downloads:
http://www.users.on.net/%7Ejscones/GWX/