Nice purchase. Good little TT.
Yeah, bin the Eagle phono pre-amp. It's crap! (actually, you might get a few quid on eBay for it)
Yes the stylus is furked! just get a new one off eBay, the Shure bodies seem to last forever. Any of the 75 series styli will fit.
The small weight is for 'lateral balance', but can be removed, as this will clean up the arm's resonance trace (less to 'ring').
The metal ring in the mat is just a trim. It does no harm that I'm aware of. Can be left or removed! A better mat helps on the PL-12D
It is impossible for anything digital to sound analogue, because it isn't analogue!