I suppose Bilbo's immediate reluctance to tell the true story about how he got out of the tunnels could be a sign of the power of the Ring, that it has already begun to exert an influence over him. However, it could also be that he felt deep down that he had got it from Gollum by unfair means because, once he realised that he was holding the very thing this creature wanted, he kept it.
As to why the Dwarves should be so interested in the riddles, perhaps it was a common game. Since both Bilbo and Gollum knew it though their heritages and histories were quite different, it may be that it was a well-known thing. Also, if someone tells you a story and mentions a riddle, wouldn't you want to know what it was to see if you could figure it out?
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Is that just to remind us of his hobbit nature, or do you think there's more significance to it?
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I can think of no other significance it would hold. We are constantly reminded that he is not a natural adventurer. In fact we are reminded that he is really a bit of a wuss! Though perhaps his comment - "I am nearly dead of it!" - when referring to the hunger mentioned could be a sort of play on words. We have just had a bit of narration in which Bilbo constantly fears being torn up for food, so maybe he is afraid that he'll be killed because the eagles are hungry. Tenuous I know!
I think to answer all these questions on Wargs we're going to have to get Eomer and SamwiseGamgee in here, they are the resident experts after all. Though they may argue that these cannot be 'real' Wargs, since no self-respecting Warg would allow such a creature on it's back.
Gandalf's fiery attack on the wolves does seem reckless, and so a little out of character if you look at the LotR Gandalf who seems to think over every action, but the TH Gandalf seems less concerned with the consequences of original actions. It might also suggest that he had never dealt with that particular situation before, and didn't really know what he was doing.
Truthfully I found the songs to be a little scary when I first read the book. All that about roasting and fat melting and bones blackening . . . certainly creeped me out! While they may not be on a par with some of his more serious songs, they are just as effective, and they definitely get the point across.
Bilbo's dream, of searching all round the house, perhaps as A_Brandybuck says it is an early warning of how the Ring will affect him? I believe in LotR he says that he is constantly needing to know where it is, so maybe.