A:AnswerIf you have audiobooks you just need to add them to iTunes and sync them to your iPod. If they are on Audible, you need the app for your PC and add the files from there (you still need iTunes though to sync)
A:AnswerYes, you can leave it connected. Did with my 7 gen. Battery life is about 3-4 years. Bluetooth is preferable over headphone Jack, as many have had problems with jack; me too. If you can run WIFI at 5 Ghz; instead of 2.4, do it. Had interference on home router (2.4 Ghz), but found a channel in the router that caused no interference. (Channel 1, in my case.) Must configure your router to best channel.
A:AnswerJust bought my second Nano to keep in my car... and the answer to your questions is yes... Both the USB cable and the earbud headphones are included.
A:AnswerNo - you cannot download games. I purchased this knowing full well that you could not download games or any other apps. The iPod touch is what is used for downloading apps and games I have a smart phone that is what I use for downloading games and apps I use the The iPod strictly for music.