3.

You do not need a Bitcoin wallet to receive Bitcoin. You simply need a private key and a generated address. No interaction is required beyond supplying the address. No connectivity is required.

The address/private key pair can be considered as a simple wallet. We do call a paper printed with address/private key pair a paper wallet.

10.

Lightning is closer to IOU's than 0-conf because they are unbroadcast transactions. They're effectively digital IOU's - the action of broadcasting (i.e. closing the channel) is the action of redeeming it. Remember that physical dollars are actually IOU's, too - the action of spending a dollar is the action of redeeming the debt it represents.

However lightning 'IOUs' are cryptographically secured and are 100% redeemable (unless the other party cheats and you fail to notice or if your transaction some how gets censored off) and unlike fiat it isn't empty promise with no guarantee.