1. Well I don't know if there is any other point to that, but the bird is part of a quest.

2. Well the best weapon is Zodiac Spear, but it really depends on what weapons you use. Durandal is the best one handed sword.

3. I'm pretty sure that the Clan shop has them in Mithru Bazaar once you reach a high enough ranking. I don't recall the ranking unfortunately.

Well to get into the Henne Mines you can go back to Jahara and rent a chocobo there to ride into the mines. The choco from there is extremely cheap.