1) The console itself is NOT wireless, if you want to go online, you will have to plug this into your home network, simply with an ethernet cable. Alternatively, if you want it to go wireless, you will need to buy the official wireless adaptor, it simply snaps onto the back of the console and plugs into one of the usb ports, you will also need a wireless router in your home for it to communicate to.
2) This bundle does NOT include a HDMI cable, it does however have a port at the back of the console for a HDMI cable to plug into, but you will have to buy the cable seperately.
3) This bundle contains a memory card, which is pretty small in memory, and is not recommended if you want to go online, do alot of downloading, and play music and movies on it. The memory card is ideal if you want to stay offline, as it provides just enough space to hold your game saves.
YES there is a slot for a hard drive, if you plan to buy one at a later date.