Podder , GODVer3 would have answered most of your questions. However, do avoid charging your player via the AC adaptor for prolonged period of time. The adaptors are kind of dodgy, and might fry your player if it is overcharged. Use the computer's USB port as far as possible.
i would be wary of 4GB, do give it a format and verify your actual capacity.
As for the skins, ipod nano skins would fit snuggly, however the position of the buttons would be out. Also, as well the screen (nanos are 1.2", clones are 1.5" & 1.8"), and earphone socket (some clones have them on the side).
Get the 2.5mm to 3.5mm adaptor. You would be glad you did, as the supplied earphones are usually crappy. i bought mine from this seller in ebay
http://stores.ebay.com.au/cheapiz88
The prices are cheap and adaptor/earphones are also of good quality.