There are a lot of 1st level adventures published through Dungeon magazine. Some of them are free to everyone and some of them require DDI access to download them.
H1 (Keep on the Shadowfell) is now available for free on Wizards' website.
There is also HS1 (Slaying Stone) which is apparently a pretty good L1 adventure.
If you want one of the best introductions to 4e, the Red box's introductory adventures are really good (I'd ignore a lot of its character creation stuff and use more standard character creation). It also leads right into the DM kit and Monster Vault adventures quite well. I'd go this route if you meet any of the following criteria: Want monster tokens, are completely new to 4e, want to have adventures in print or want to have a couple of nice printed maps
However, if you don't need something in print, or don't want to buy something, I'd really suggest grabbing something out of Dungeon to run (I'm getting ready to start the Chaos Scar series with my group and it looks pretty good and runs from L1-L12). Make sure you pick something from one of the more recent issues so that it uses the most recent errata. Even if you have to get a month or two of DDI it will still save you money (vs buying books) and make your life easier when it comes to looking up rules and possibly creating characters.
Not really, no.
Being size small has few, if any, direct benefits. Theoretically the small races (halfling, gnome) receive sufficient other benefits to balance out being size small, but it's primarily a sacred cow from 3rd edition (note that dwarves are not size small).
With minor situational exceptions:
Weapons with the Goblin Totem enchantment give an item bonus to damage against foes larger than you. Since most non-minion enemies are size medium or bigger, this becomes a very cheap way of getting a scaling item bonus to damage; it's much less reliable for non-small characters, since medium enemies are relatively common. Goblin Totem is useful for some builds (particularly relatively un-optimized ones), and despite being situational (the advantage over medium characters is only against medium foes) it's probably the best (if not only) benefit to being size small. Edit: There are other items/feats that provide a bonus against creatures larger than you, but not many.
You can move through the spaces of size large enemies (the rules say you can move through the space of any creature 2 or more sizes larger or smaller than you). You still provoke attacks of opportunity during this movement, but the potential positioning advantage over large enemies makes this one at least a little useful.
You can fit in smaller spaces without having to squeeze (assuming that's something that comes up in your game? maybe if you're fighting kobolds). By DM fiat, you may have an easier time taking cover, but there's no official rules to support this.
Small characters can use size medium creatures as mounts, but since mounted combat is usually a poor choice in 4e, and most of the methods of acquiring a mount that levels with you range from mediocre to atrocious from an optimization standpoint, the benefit of that capability is minimal.
Best Answer
Deafened reads:
Thus, from a purely rules standpoint, rogues in combat love deafened. A sniper build (half-elf scout+seeker+darkstrider) is seriously enhanced from a screaming bow:
People the sniper is hiding from will not find her if she hits with her bow. Beyond that, there are tactical implications for interrupting communications on some battlefields. While mindless beasts will still charge, ask your DM to note that complex enemy tactics may require some communication. There are also a few monsters that have sound based powers.
From a DM perspective, lurkers love inflicting deafened. Then attacked party members have no perception to speak of. And the DM should rightfully ban table-talk. By removing perception and the coordination that communications brings, it is a truly vicious power against high-functioning parties.