Mass-effect – the number near Mako’s shield/hull indicator

It is possible but inadvisable to play Bring Down the Sky from the very beginning. While certainly doable (I've done it myself) you're probably going to end up reloading a dozen times or more over the course of the mission.

The Batarians are no pushoevers, and you've got the always "lovable" varren to deal with, who have a nasty tendency to sneak up behind you and eat you through shields. There is also the issue of one of the torch bunkers spawning rocket drones nigh-continuosly until you take out all the batarian engineers - and everyone knows what sorts of naughty things close-quarter rockets due to Shepard, shielded or not.

I would recommend a level of about 25-30 -- the goal is that you have enough abilities by that point to survive a little longer than you might otherwise. But, level alone isn't the best indicator of difficulty in this game; if you've already beaten the game once, you should have the VII spectre master weapons available as soon as you can afford them, and a good gun and good knowledge of cover will serve you better than the extra 100 health successive levels will give you.

From Mass Effect's main menu, select Options, then Settings, then Tutorials and finally deselect Enable Tutorials (I don't think you can deselect these one-by-one, but if you're at the stage where that's annoying you, then you should have seen them all by now anyway, and if not then they're available in the Codex).