You should have a return ticket or enough money to purchase one. In Europe it is normal for the au pair to pay her own fees for language courses, which are usually very reasonable at local colleges or schools. Some agencies insist that you take out insurance and will provide details of an insurance agency that specialises in au pairs. Others believe that EU reciprocal agreements should suffice for any medical emergencies. Contact the DSS for details.
Various agencies have various requirements.
Yes, many agencies help au pairs contact each other. In the USA au pairs are placed in clusters and encouraged to mix. The agency is there to help you and can change you to a new family if the problem is serious. That depends on the family you are placed with. Some agencies insist that you sign a no smoking agreement if you are placed with a non smoking family.