Welcome to the S&W club. You have had some great answers so far. I will add my little bit as well.
1) New magazines will be stiff. If you want the last round to fit, especially when they cut them off at 10 you will have to break in the spings by loading and unloading the magazine (can be done by hand but it is easier and much more enjoyable when done at the range). Then, once you can get the 10th round in, leave it in over a weekend and then repeat the loading/unloading procedure.
On your carrying with one in the chamber question, do what you feel comfortable and safe with. However, I would suggest you get some training so that you feel safe with carrying one in the chamber. A semi-auto without a round in the chamber is basically a hammer.

2) The trigger will break in with time and shooting. I wouldn't worry about a modification untill you learn whether you will like the broken in trigger or not.

3) Reloading 9mm isn't as cost efficient as most of the other calibers, but if you buy your supplies in bulk you will still save money. I find reloading to be an enjoyable thing to do after dinner while watching tv. It also allows you to customize a load to the kind of shooting you desire to do. It also allows you to beat any ammo runs, like happened after Obama was elected.
Give yourself some time to get used to shooting your M&P (so you know what kind of loads you want to develop). Then, if you haven't already learned to reload from your father, have someone help teach you and go for it.

Enjoy your new addiction.

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J.D. Roy