welcome, hope you have fun with lsdj. to answer your questions:
- lots of people use multiple game boys so they can load up one track on the 2nd game boy while the first is still going and then beat match to transition from one to the next, but you can always also bring in other hardware and maybe have a sample playing while you transition, some ominous synth tones, radio static, really anything. hell, you can even just tell jokes or banter between tracks, whatever feels right to you for your music, the gig, & the crowd situation. on & off i personally would play back the mercury theater's original recording of war of the worlds, which was fun. i'd just fade it down during tracks and bring it back up for any gaps while i switched stuff around
- see above, though i also use lgpt more than lsdj now and have tended to write entire sets within a single save so no down time between tracks. would be harder (but not impossible) in lsdj
- not important at all. Nuby made some nice lights that slide on, i've seen people rock head-mounted lamps, & even desks lamps. as long as you can see what you're doing, the exact method isn't important
- external power supplies aren't recommended. most add a bit of noise to the output & a set of eneloop rechargeable batteries should give you more than enough juice for even the longest sets as long as you charge them before the gig. plus a set can be charged a ton of times so they can last you for thousands of hours total use time
& yep, this is the right section. good luck, and feel free to post any additional questions, work in progress for constructive criticism & releases. i'd be personally curious to hear your other stuff, always cool to hear what other people are up to musically