1) I wouldn't go so far as to say monads are shunned... You mentioned you have some background with Haskell - so F# workflows are what you want to look into (the term workflow maybe confusing but these only have a tiny bit to do with business process stuff). In general, sequence expressions and more generally computational expressions (a.k.a workflows) are going to be close to monads. That said mutable is pretty common though I'm not sure 'preferred' would be the way to express it. They each have a place - Personally, I started with two books -- 'Foundation of F#' - but if you're looking to dive in - go 'Expert F#' -- both are good. Honestly, I needed Foundations to help me get started.
2) In the experience I've had, the confusion is that traditional functions in .NET have a convention that really doesn't lend itself to functional programming. As such, I feel that in F# you the confusion can sometimes be when you're looking at usage of 'traditional .NET' named functions vs. elements of F# that are clearly functional... For example, in the book I mention above 'Expert F#' - they mention that you'll see let values such as List.map and Dates.Today in both camelCase and PascalCase (Pascal case being a more traditional .NET). A good rule of thumb is that if you're staying in the functional world - use more traditional functional (camelCase) naming - however if what you're making is expected to be used by other .NET languages, go with the more .NET norm (Pascal). Also note in the functional world there is a much higher tolerance for abbreviation (itr, tbl, etc... ) where as .NET in general has went away from this... So again, you'll see a varying degree of this sort of thing based on if you're calling functional elements vs. elements exposed in F# that are shared across the whole of .NET.
3) I agree that the combination of OO and function styles can be confusing. Again, I'm not sure which is preferred, beyond saying that F# (being functional) clearly styles itself in terms of the functional paradigm. However, F# is a functional language in the .NET world (notice the relative confusion of naming I mention above)... So again, it's not totally clear cut.
Hope this helps... Believe it or not, as you use F# and think of other languages that have shared concepts C++ with C (for example) - it gets easier. Personally, the naming began to make sense and the concepts worked as I started to get that I was a F# is a functional language operating on a traditional platform - made to interoperate (though I'm not sure calling the interoperation seamless would be appropriate :D)