I think the margin is always there, the size may depend on what you're viewing (PDF or txt for example).
Full screen should be the smallest possible text size.
It should open the last page of the book you last read. Unless you connected it to the PC or closed that book.
Not sure what you mean with grey shades? Full screen of them, each an inch in height, from rather bright to dark?
That would be part of the startup routines. Inevitable unfortunately.
(Also, it is an indication that you've got old firmware, so you might want to *think* about updating it. There are threads about that. Be careful if you decide to update, the update replaces the current system, so if it goes wrong you might end up with a paperweight. Not likely, IMO, but it's better to warn before.)
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