I'm a GrapheneOS user. You can use whichever store you like. Sideloading works too if you want to get stuff directly from GitHub, for example.
If you use esim, probably better to activate before flashing GrapheneOS. Otherwise, doesn't matter imo.
I'd suggest you take a look at the discussion forum. You can ask questions there or just browse and you can probably learn a lot about GrapheneOS there. Also the homepage has tons of info, of course.
And if you see their post about it on Mastodon, the tone is kind of like "I guess we fixed this one already, nbd."
How is GrapheneOS unethical? How isn't it as free as CalyxOS? Basically everything they add to the OS can be disabled. Personally, I'd say GrapheneOS and CalyxOS are the same in this regard.
How is CalyxOS stricter on software? With GrapheneOS, a user can opt to only use F-Droid to install everything too if they wanted to.
It's just their government. The people are pretty okay (I lived in China for 5+ years).
Also, consider their neighbor, Taiwan, which is also "Chinese". If I remember correctly, the 9 Dash Line was originally an ROC thing and you don't see Taiwan pissing off every other country around them.