I also love Harry Potter! I started getting into it late, so I've only read it about 3 times. It's so sad now that it's over, but I'm also looking forward to the last two movies! Then it will REALLY be over!! :-[
cosforums.com is a great website where you can discuss HP with other fans, if you're interested.
Wormtail's hand killed him because in POA, Harry stops Sirius and Lupin from murdering him, so Wormtail is in Harry's debt. I think it's Dumbledore who tells Harry, that Voldemort will really hate having a servant who owes his life to him. So when Wormtail tries to go against the one who saved his life, the hand takes over and kills him [I THINK, my friend said he voluntarily killed himself. but I think it was his hand. lol]
The thing at King's Cross was what was left of Voldemort's soul. It was destroyed beyond repair [Dumbledore tells Harry there's no way to help it], but Harry is still bothered by it. [this is debatable, as it never really says what it is].
I felt bad for Kreacher :-[ just when he was starting to warm up to them, they just abandon him and he has no idea why.
I personally don't care for Snape... even though he turned out to be a good guy. I just don't like him. I think his past is interesting and explains a lot.
A secret keeper is somebody that another wizard tells a secret to, and therefore protects it. As an example, Dumbledore was the secret keeper of Grimmauld Place. Nobody could find it unless Dumbledore personally told them where it was located. Get it? Anybody who he didn't tell, would just walk past and not see the house [which is why the Death Easter in DH couldn't get in.]
I don't think they knew for sure, but they're always prepared!