I'm glad you liked it. Yes, there are a lot of mechanics that are not very common, but I'm still working on making better tutorials so this is going to get better with time.
1.) Behind the bridge with the guard. There is a pile of stone with a pickaxe icon with green outline. Interact with that icon.
2.) Right now, there is only one dynamite in the game. There will be more, but right now, you have to use it wisely.
3.) I can't check right now, but I think you need like 20000 silver and 100 renown.