1) There is a difference in style but it's hard to explain. The meaning is almost identical.
2a) You can always exchange "gern" and "gerne". Sometimes one or the other is preferred for rhythmic reasons.
2b) "Nicht" and "nichts" are in different grammatical classes: "Nicht" ("not") is an adverb, "nichts" ("nothing", "no X") as an indefinite pronoun that describes an amount (like "etwas"). You can't exchange them, only one will be correct in a given situation.
3) Yes, in both cases, the adjective is converted into a noun (as you can see because both are capitalized): das Gesunde, das Fettige. Indefinite pronouns can only be used together with a noun, not an adjective. Also, "etwas essen" requires an accusative object, which must contain a noun.