Make sure the headphone plug is completely inserted. It takes more force than I originally expected. I had a similar crackling sound at high volume and pushing the plug in completely solved the problem.
Your English is fine. If you are describing the soft “bzzzt” when pressing the play button (after pausing), this sound is normal. It is the headphone amplifier bringing the gain up to the correct level.
By ramping the gain down when paused, power is saved.
File transfer time from the PC is dependent upon the file type. If the files are DRM encrypted WMA, the files transfer much more slowly. “Bare” MP3 files transfer much faster.
Rolling the scroll wheel, you will hear wee clicks as the gain stage is changed though the individual steps. Whether it is audible will depend upon the overall music level.
The LCD / TFT displays can have “dead pixels” on occasion, but this occurrence is pretty rare. It’s an amazing thing, considering how many pixels there are in such a small package.
If the display is objectionable, you can exchange it for a new one, I would assume. SanDisk warrants these devices for one year.