1) shouldn't be too much of a problem unless you are intentionally trying to damage the sensor by super overexposing (opening the shutter longer than it is supposed to be)
2) Camera has no thread, thread is for lens.
3) You pay for what you get. You can go cheap ones from China brands like Tianya etc. for 10 to 50 bucks but the quality (and QC) will not be as good as say the high end ones like B+W. If you are just trying out for fun, go ahead and get the Tianya ones.. you might get some colour cast though, but its a cheap way to try what you need and if you feel if you really need this, then you can invest in a B+W. Hoya is a middle class brand though. Its not too cheap yet not too exp, and the quality is decent. you can consider it.
5) You'll still need a pair of lens to shoot macro if you are going to use Raynox. Such conversion filters have their limitations, in the sense that you won't be able to use the focusing ring much (turning it has almost no effect, to understand why, you can go read up on optics in beginner physics). You have to focus using your legs (walk back and forth). A macro lens will not have such problem. However, 30mm is very short and you might have problem shooting insects or things that may be frightened off by you. If you are going to go into macro, invest in a decent lens like the Tamron 90mm or Sony/Minolta 100mm. The good thing about the Raynox is that you can convert any of your existing lens into a pseudo macro lens. To understand more, google is your best friend.
