I've been Paleo now for 8 months and it's just second nature to me now. I hope what I post if of help.
Here's what's I did when I first started out:
The first thing I did was sign up for an app and website to track my numbers. MyFitnessPal is fantastic and I highly recommend it. DO NOT CHEAT HERE. This is very important in the beginning so you can really log and track what's working and what's not. I cannot stress this enough in the beginning. You'll stop counting numbers after a month or so in, but do it for now. You need to really know where you're coming up short, where and how. Is it lunch? Is it dinner? Is it snack time? Speaking of snacks, you really shouldn't need them if you're on Paleo but if you are, make an almond and macadamia nut mix and create little baggies. It probably saved me a few times when I first started out and wanted to get a bag of chips.
Take baby steps to eating Paleo. Don't feel you have to jump in at light speed. For example, just start making your breakfast paleo. Then lunch two weeks later. Then add dinner to the mix when you're ready. You'll get your fats one way or another. If you eat eggs, veggies and UNCURED bacon for breakfast, you'll get a HUGE chunk of your fats right there!
I removed one "bad" food every few weeks, not all at once. I would have gone crazy if EVERYTHING I thought I loved was gone in the blink of an eye. For example, when I eat at Boloco for lunch (basically Chipotle) I would get a lunch bowl without the rice and load up on more meat or veggies to compensate. Basically, I weaned myself off the carbs, sugars and salts. If you've ever tried to go cold turkey from caffeine or tobacco, you'll (I) could have a similar withdrawal. I know I did when I tried a no carb diet in the past. Before you know it, you won't crave the bad foods.
Do your research! The web is your friend!
I'm going to be honest here, but I'm not 100% Paleo. I just can't do it. So I go 85/15. The 15% is for the cheat meal/day I allow myself and happy hour. Just be honest with yourself. I still crave sweet things now and then but what I do is keep a bar of 80% Cocoa Dark chocolate in the fridge at all times. It's got tons of antioxidents and is chocolate. What's not to love? I used to have a "Dirty Friday" at the office every week where I ate like crap at lunch and ONLY lunch. I'd have a massive steak and cheese sub, Wendys burger or something else of that nature. I'd feel like such garbage after that my body almost forced me to eat healthy till the following Friday. It was a bit of a vicious cycle but actually now I don't do "Dirty Friday" as often. Maybe once a month.
Finally, Paleo is expensive if you compare it to a $1 menu item. But at what cost? You're health. Not worth it. Can you eat cheaply on Paleo, yes and no. I only eat two meals a day because Paleo is really that filling! Really strapped for cash? Protein shakes are your friends? Get a 2 pound tub and it comes out to almost $2 a shake.
I realize I didn't answer all your questions but some I just didn't have answers for. I hope this was of some help!