Yes, it works better on Windows, but is mac-compatible. If I use my mac, I usually upload directly from my memory card to the mac instead of using the camera software. Mac has much better image/video editing software already installed.
Yes, it does come with the USB camble, a CD-Rom bundle, and a basic warranty, though I can't remember how long it lasts. I'm sure if you want an extended warranty, they would love to sell you one. I have been very pleased with this camera. Good quality visual and the sound is good for something this size.
The rattle is perfectly normal when the camcorder is turned off. It has a tiny gyro in the stabilization mechanism that sort of flops around when not powered up. (most camcorders with a good stabilization system make the same noise) The rattle goes away when the camcorder is powered up. If the rattle is still there when the camcorder is turned on you have a problem.