First, welcome to WordPress. :) Okay, on to your questions...
1) Avatars can take a while to appear across all of WordPress.com; usually they appear in the forums first, then across other blogs. One problem sometimes is that if they're larger than the 128 x 128 default, they won't show, and also if they have transparency... but as I can see your avatar above, I'd say you just have to wait a bit longer and it should come through. If you ever change your avatar and want to test it, we have a thread for it here.
http://en.forums.wordpress.com/topic.php?id=8515&page&replies=896
As for your Facebook status, here's one way to do it:
http://cornell.wordpress.com/2007/08/29/your-facebook-status-in-your-wordpresscom-blog/
Or you can add a non-javascript badge: http://www.facebook.com/editbadge.php?template=sig
2) You mean you want to display your blog feed for readers to subscribe to? You don't have to do anything to set it up; it's automatic. This should be your RSS feed: http://simplymillennial.com/feed/ All you have to do then is go into Dashboard > Presentation > Widgets and add the Feeds widget into your sidebar. It should display right away.
3) The tag cloud should display the tags you've used in your blog; likewise, the category cloud should do a similar thing with categories. If they're not showing up it might be that they haven't been enabled on your blog theme yet (tags are still a pretty new feature), or possibly that you haven't entered them correctly. Tags are basically the same as categories anyway, so I find it easier just to use categories instead; you have more control over them and how they display. But I'm not an expert on tags, so someone else might be able to cover that question better than I can.
One last thing: if you're new, you might like to check out the FAQs. They have basic information for getting started in your blog. There's a WP blog especially dedicated to this as well which you might want to check out. If you like you can pop into the Off Topic forum and announce your blog in the Plug My Blog thread and any new posts you've made in the What Did You Post In Your Blog Today thread. Happy blogging. :)
http://faq.wordpress.com/
http://bloggersblurt.wordpress.com/beginners-resources/