How to add bookmarks to nautilus
You can do that by adding them while in testdrive and then copying the modified files.
How to customize the wallpaper
Default wallpapers go into /usr/share/wallpapers . You can see there are some symlinks there that you can customized by pointing to yours.
If you want to customize only a user wallpaper, do that on test drive and get the modified files.
In order to customize the applications menu using the suse studio, upload a customized "applications.xbel" to the folder "/home/tux/.local/share/gnome-main-menu/" on the "overlay files" section. Replace tux for your username.
This way you can remove/edit the applications on the "recent applications" as well.
You can edit the documents on the user menu by editing the file .local/share/gnome-main-menu/documents.xbel
You can remove the install option on the user menu (on the system part of the menu, top-left) by editing the file .local/share/gnome-main-menu/system-items.xbel . You can also customize other options on this menu as well.
How to add shortcuts on desktop
That is very easy, just add a .desktop file into the ~/Desktop folder. If you want it for all users, copy these to /etc/skeleton/Desktop.
How to launch a gnome application on login
That is the same case of "How to launch a kde application on login " so refer to that Howto.