Okay. I think I got most of that. First off, go check out the FFDS site
www.freeflightdesign.com and look at their tutorials section. This should be a must for nearly every Gmax modeler, as it contains a wealth (or plethora, if you will) of information about Gmax and its many quirks.
As for answering some specifics:
1. In making a fuselage, I ALWAYS use a cylinder and then shape it to fit. Even when I have cross sections. There is a tutorial for just this thing on the FFDS site.
2. Merging two sections together is fairly easy. Here's a little tutorial about it.
Start off by selecting one of the two objects you wish to merge together.
Make sure they have the same number of vertices on the edges you wish to join. If they don't, I'll write out another small tutorial. Just post another reply for it.
Now click on the highlighted button "Attach" in the shot below.
Click on the other object, or select it from the list of scene objects.
You'll notice that the two now have a seam where they were joined together.
If this doesn't bother you, stop now. If you want to get rid of it, read on.
Go into subobject modification and select all the vertices along the seam. Now find the small section outlined in red.
Make it look like the image below.
The number next to Selected is how close the vertices need to be before Gmax welds them together. The other number I have no idea about, but it seems to help when set to 1 pixel.
Now just click "Selected" and the vertices you have selected should colapse correctly.
See? No seam: