Having trouble setting everything up/syncing issues

[Apple...]

A little background: I've been using an iPod Touch (currently a fifth gen.) for quite a while as my phone/mini-computer, iCloud integration and everything. I just purchased a Macbook Air today (loving it!), but I'm having some iCloud/iPod syncing issues.
1. not all my calendar dates are syncing (birthdays? they show up on the iPod, but not the computer)
2. same with notes (none of the notes on my iPod show up the computer - all the contacts do, however)
3. biggest issue is iTunes - when I synced my iPod with the computer, a bunch of the album artwork is missing on the iPod. also, I believe all my purchases that were on my iPod are now on iTunes, but if I try to sync anything off the computer with the iPod (such as music downloads that were off the internet, not iTunes), I have to select/check all the music, only if I do this, it'll say my iPod has been synced with another iTunes library, and wants to erase everything that's currently on the iPod! Help, please? I'm really confused.

Thanks!