The bookmarks and highlights are more for coming back to certain pages/sections of the books, and if you're sharing across different platforms (i.e the mobile/ipad/etc apps)
You don't really shut it down, you put it on "hold" it uses no power in this mode and it will come back on whatever you were on last (page or menu screen)
It takes ages for the battery to run out, I only charge mine every few weeks even with regular use.
In the box you get a booklet, usb lead and a plug to connect to the USB lead to charge if you're not using a computer. Mine came all setup out of the box, didn't need to enter username or account details. Not sure if it works the same when you buy from other than Amazon though but It's not difficult.