Wow... let's see...

What is chaos' real name?
Well, something like Yehoosua, or Jesus. :o

Will we hear from the other characters ever again?
It's possible, in Episode 4+. They'll probably be mentioned or something...

Is chaos somehow related to Wilheim?
Yes, chaos is related tp Wilhiem a lot. They are enemies... for some reason choas doesn't want him to summon Able's Ark(don't ask me what it is >_>).

Does Shion find out about the testaments (Kevin)?
No, only Ziggy knows about Voyager...

Albedo isn't a tragic villain is he?
Tragic... villain? I guess not?

Does anyone die?
Well, in a way, Albedo dies...

does Jin make an appearance - or, better yet, have a major role in episode 2?
Yes, he is playable, and you have to use the final strike on Margulis when you fight him both times with him. ;o