An atheroma is more of an intimal disease with fibroblast proliferation, and arteriosclerosis is more of a medial disease with replacement of medial smooth muscle with fibrous tissue, but they often occur together. The cilia remove small inhaled particles, and the goblet cells produce mucus that is also regularly moved by the cilia. Note muliple glands in a submucosa. Capillaries are interspersed in the interalveolar septa. Type I alveolar cells are the squamous pulmonary epithelial cells.
Bacterial pneumonias induce intra-alveolar exudates and consolidation of pulmonary parenchyma.
Generally, be systematic, so you won't miss major abnormalities. Also, check for platelet number and rbc morphology. Where the red cells are close but not touching should be a good spot to look for red cell morphology. Hematopoesis occurs in the bone marrow, with stem cells that differentiate among different cell lines to blast cells and then mature cells. 3 DR Cahill, Lachman's Case Studies in Anatomy, 4th ed.