Wingnut

If you want to take the time, sure, go ahead. It's good practice for your engineer, or if your blowing it up then your shooting skill. Beyond that, theres really nothing important in crates, except for the occasional Investigation Clue, you won't miss any good weapons that you can't get anywhere else. The only exception that I know of(good/unique weapon in a crate) is Big Joe, and I don't find it very usefull anyway.

What is the highest level your characters can reach in this game ? I don't think there's a level cap(I've used the console to test them up to lvl 100), but when I beat the game I was around lvl 17. How high can you raise your skills ? Again, I don't think there is an upper limit, but by the end of the game I'd expect the skills your charecters specializes in to be around 100(depends how much your 'train' them, how many rand encounters you do, etc). Does having a higher skill mean more damage ? (Like bigger explosions from an engineer throwing a grenade ?) The engineer grenades(Dynamite, TNT, etc) damage is determined mostly by the (Engineering) level of the person who used it, IE a Level 15 engineer with an Eng skill of 150 will do a LOT more damage with a stick of dynamite then, say, a lvl 3/40 engineer with a Lyddite charge)

Not really. A large, silver rocket with 3 engines mounted on a triangular frame rises out of that grey circle behind his house. Of course, depending one how you progress through the game, the Gen. might be at the factory instead of his house, so you might not have really missed it.