* log in to my online PS3 thing from the old PS3 with the new PS3, or do I have to make another? What the smurf is it even called? A gamertag? I dunno.
Your PSNID is transferrable between PS3s. :P You can log in to the PSN on your new PS3 with your old ID. You can also download any DLC you've bought on up to five PS3s.

* transfer game data from PS3 to PS3?
With a USB drive or something, sure. Though be warned that some games might not let you do that. I know it doesn't work with Soul Calibur IV. I'm not aware of any others, though.

If I delete a game save do I lose any trophies I've obtained?
I'm pretty sure trophies are tied to your PSNID, so they should be fine.

Uhh, can I change the e-mail address for my online log in thing?
Dunno. Check Sony's official website. :P