Asking for guidance with installation and first steps on Ubuntu

Hi!
I've just installed Neo4j Community Ed. on my Ubuntu 18.
I've tried to follow this installation instruction: Debian - Operations Manual
When I do

neo4j version

I get neo4j 4.1.3. And

neo4j status

gives me Neo4j is not running. But then

neo4j start

results in

Directories in use:
  home:         /var/lib/neo4j
  config:       /etc/neo4j
  logs:         /var/log/neo4j
  plugins:      /var/lib/neo4j/plugins
  import:       /var/lib/neo4j/import
  data:         /var/lib/neo4j/data
  certificates: /var/lib/neo4j/certificates
  run:          /var/run/neo4j
Starting Neo4j.
WARNING: Max 1024 open files allowed, minimum of 40000 recommended. See the Neo4j manual.
/usr/share/neo4j/bin/neo4j: line 372: /var/run/neo4j/neo4j.pid: Permission denied
/usr/share/neo4j/bin/neo4j: line 371: /var/log/neo4j/neo4j.log: Permission denied
  1. Running with sudo results in no error, but then the neo4j status still keeps on saying that Neo4j is not running.
  2. Is using sudo the recommended step?
  3. Then, I can also run

cypher-shell

where I've used the neo4j username.
4) Is that my only option?
(The first time, it also prompted me to change the password.)
Eventually I hope to import and explore a specific xml data[1] as a graph, and then to build an application that would use that data by running filtering and aggregating queries. But first, I'm not sure how do I:
5) make sure I've setup neo4j correctly,
6) create and explore toy graphs (preferably from jupyter notebook using python)?
7) go about learning to import and explore larger data from the xml format?
8) Also: Is it possible to import from an xml in a selective fashion, that is choosing only specific data fields in nodes or only specific kinds of edges?
9) If I'm not 100% familiar with the data that I wish to use, is it recommended to first do some "exploratory data analysis" outside of Neo4j and without Cypher? Or, on the contrary, is using Neo4j the best way to explore unknown graph-like datasets?

Any suggestions and references will be appreciated.

[1] Index of /pub/clinvar/xml

Actually, just going to http://localhost:7474 in my browser has already started to answer some of my questions:
4) I don't seem to be able to drop or create any database. So guess I should just use the one called neo4j for everything? And wipe it down to zero nodes after I'm done with any toy project?
5) I guess I will never know, but things seem to work as advertised so far... :)
6) I can run :play concepts or :play movie-graph in the in-browser-viewer and go from there. Is there somewhere a list of all possible :play ... queries?