1) There is an option under the "set up" section of the clipboard, the "flight" button; where you can set auto take off. Despite the purists beating their chest - most people use it. It will at least get you up in the air. Use combat trim too - 90% of AH fliers do, and 10% lie about it.
2) You really will benefit from even the cheapest joystick.
3) Don't worry too much about the "dodgy sound" - it's the stall warning - and it's programmed to be deliberatly sensitive to give you plenty of warning that your approaching the edge of controlled flight. Think of it as the aeronautical equivalent of squeeling tyres. If you're in a close and dirty dogfight, you can expect to hear it just about all the time (just as you'd hear squeeling tyres racing around a car park); where as in a more open, higher speed fight in fast planes such as the Mustang or 190 D you shouldn't be hearing it as much (just as you wouldn't expect to squeel the tyres on the motorway).
4) Don't expect to fire up the engine and become the Red Baron - this game is hard! While you're finding your wings, stick to dive bombing missions- you'll have more sucesss; and once the bombs are gone then you can have a go at getting a kill.
5) The training arena is a nightmare - totaly unsupervised. You may find it more help to check out the head to head games, people are generally very helpfull.
6) Good luck and welcome.