Hello

I will try to answer yon questions, nothing worse than being left hanging...
Question no. 1 - Yeah there is some intro collector's around Uriah (beginning area) to give you an idea of what the collector's stuff is all about, as well as a chance to get you some slightly better, buffed gear (though you grow out of it quick), they also lead you to vendors of different sorts, a contact mission, a hideout i think, as well as giving you tips etc. along the way (sure someone tells you about how to get started with missions by pressing N), so generally those ones are to get you started and ease you in.
Also i think the guy your talking about with the boots, gives you boots in exchange for the keys...just double check that

Question no. 2 - Well the collector's quest are kinda scattered about the place, think the intro ones are really the only ones that lead from one to another like that (but you can easily locate them on your map, the little purple arrow icons), but there is missions as well (thats the old N key) and contact missions you find around the place as well as other quests you come across later down the line.
Question no. 3 - Yeah the starting clothes aren't that great, but as you go about the place and kill things, you'll find they drop clothes, enemies above your level normally drop enhanced clothes with nice buffs, but vendors also have some dress clothes as well (but they are just a fraction of what you can get), but fear not, there is absoloutly loads of clothes around...and if you see something you like but can't get a hold of, you can always ask your friendly neighbourhood coder if they have one in their coding library.
Question no. 4 - Well there is three organizations in the Matrix, Zion, Machines and Merovingians (no agents unfortunatly but we'll get to that), Zion is like in the films, fighting for the human race and all that good stuff, the machines are fighting to keep the Matrix nice and neat and tidy, and the Merovingians are just sort of fighting for their own gain (they are exile programs who aren't really at war like zion and the machines), as well as there being two splinter groups, EPN (zion alligned) and the Cypherites (machine alligned). Cypherites want everyone to stay plugged in the Matrix and EPN wants everyone out, and are sort of extreme in their methods.
So factions are alligned with one of these orgs, and well basically work for alot of the story characters you've seen in the films, and some ones you haven't. Eg. during stoy missions, if you are a machine you will meet and work for Agents, if you are Zion you will meet and work for Niobe and Ghost etc.
And if you catch a live event, you can even meet and interact with them, outside missioning

Hope this helps a bit, anything else you wanna know just ask.
(Just a little Edit here to say, i type too slow XD)