- Sony don't tend shrink wrap the boxes of MD units. - The headphones are supposed to be connected to the remote (they are packed this way, typically together with the remote in the felt bag). - The battery will have some resident charge, but should be charged ASAP.
1. Yes you can charge, it may take longer but it will work. 2. See #1, so YES 3. It depends on your use, but if you are gettign about 10hrs currently, then you may get 13-14hrs
Note that the quoted 37hrs is under "optimum" conditons and that you're unlikely to get any closer than you have already really - 29hrs is not bad tho! As for a higher capacity gumstick, the Sony NH-14WM should work in your NH900. You can source these cheaply from eBay, or from your nearest Sony Centre...
The European press release for the RH10 states that the colours will be Blue, Black and Silver, but then this still may differ (i.e. the UK may only get Black and Blue)...