1) I solo mostly. I play a Ranger mostly. Works fine for NM. Later on in HM it's not as effective. If I were starting over knowing what I know now, I'd go with a Rit or Mes primary. But I don't like melee. Lots of people love warriors and assassins. They're just not my thing. You can complete the game with pretty much any class so just play what you like.
2) There are no heroes in Prophecies. Play thru NF first. Then bring your heroes with you. You can't go to pre-searing Ascalon without starting there, though. And it's thus far my favorite place in-game. YMMV.
3) Get a max damage weapon with as low a requirement as you can (r9 seems to be what most people look for) just because it gives you flexibility in builds and what you spec into each attribute. Each weapon gets two mods (three if including inscribable weapons). Take bows for instance: You can get bowstrings to attach to the bow to alter the damage type or give the weapon some bonus property and bow grips as well. For instance you could get a sundering bowstring (adds armor penetration) or a fiery bowstring (fire damage) and a grip of fortitude (adds to your toon's HP). Then you can get inscriptions that add other bonuses like additional health, extended effect duration, quicker recharge of skills, etc. I've been running around with this:
http://wiki.guildwars.com/wiki/Deldr...w_%28unique%29
It's a Prophecies end-game bow. I switch it out for other weapons in specific circumstances but it's a good general bow.
You can buy weapons and mods or just play the game and you'll eventually get some drops with good salvageable mods and even nice gold drop weapons.
I played thru prophecies a long time ago, then got EotN when it came out. Just recently started playing Factions and have traveled to Kamadan but that's as far as I've gone in NF. After I complete Factions storyline, I'm off to Elona.
If you ever want someone to just run around and kill things in game, PM me.