Answer to the first question:1st and 2nd gear are both very usefull when offroad, many times I stay in 2nd for most of the day.
But the heart of the matter is it depends on the terrain, and how you personnaly 4Wheel.
Here are some basic rules I go by.
Going uphill, shift down so the trans doesn't have to in the middle of the hill. Lower gears mean less speed but more power, which is good offroad. Sometimes you can shift so low that the wheels get too much power and spin, only experience will show you how to handle those situations.
Going downhill, shift into the lowest gear and let the engine braking slow you down, that way you dont loose the brakes to brake fade (overheating).
Answer to the second question:All 4X4's are different, some need to backed up, some don't. My friends Jeep needs to be backed up to put it
into 4WD.
For further info buy "4 Wheel Freedom" by Brad DeLong, and goto this website and read all the articles.
http://www.4x4now.com/4wht.htm "You must feel the Force around you; between you, me, the tree, the rock, everywhere."