The deal with FFII:
1. Yep, if you wander too far you'll get slaughtered. Press B SELECT to see the world map so you can avoid getting lost and having this happen.
2. The airship you see flying around is Cid's airship. You can charter it in Pafsk, but you can't catch it on the overworld. The only reason it does that is to give a touch of realism; obviously, if Cid can support an airship charter business, you're not his only customers.
3. Maria is just as useful as any other character. In FFII, any character can be trained into anything you want if you have them practice as that enough. For example, the more you attack with weapons, the more your weapon skill and strength go up. The more you cast damaging magic, the more your magic skill and Intelligence go up. In this fashion, you can create highly specialized characters, or perfectly balanced characters. It all depends on how you play.