they are experts (or masters, not sure... is there a difference?).
In some Jobs they called Experts (Mostly Ressource Gatherers) in other Jobs they called Masters - just a name...
I see that most people only make a few cities, whereas I've made cities to cover almost the entire first continent I come across, flipping native settlements left and right.
Building a few Settlements (and having low population) prooven to make beating the game (the REF) easier.
But making a big Colony with prospering economy is certainly more fun. And can still be won on higher Levels (i didn't tried Revolutionary yet). Just make sure you can make a lot of LB's fast when you want to Revolt. (Stockpile [but not use in Town Hall] Elder Statesmen, Build Newspapers) and don't start making *[a lot] of LB's before you are ready. *[A few LB's from one or two statemen in your main Production town to get some Political Points for a FF and the production Bonus is fine]
the natives, will they provide me with the same amount of gold as europe? The europe market fluctuates rather quickly, is the native market price standard?
No, native have different values.
Some goods (I.e. Muskets) you can make a lot of profit if you buy these in europe and sell to natives. They will run out of money rather fast tho.
Buying Ressources from them might also be profitable (And will give them money you then can get back by selling what they desire.).
Trade with natives is also not subject to taxes.
Also, how do I figure out what the natives need most? They always start saying that they need guns... yes well, so do I, so how do I find out what else they like.
After you talked with the chief, you will se a icon in the settlement bar, telling you what they desire.
However, you will often get more profit by just sellling Muskets to them, regardless of what they really need.
[On imported food]Is there a better way of doing this? Is it important to balance food for every settlement or will my strategy work fine on higher difficulties?
I think it doesn't really matter - your main Production city needs lots of workers (+Students, +Statesman later on) so it needs lots of food. It needs lot's of raw material as well...
You could settle it in a high food location... But theh you will need to ship Ore/Ressources into it... So in the End it's the same.
Shipping food usually woks fine.
Having Food and Shipping ressoruces works fine too.
this a smart thing to do or does hurrying help too?
Only if it's cheap. And only if you really want the specific dude - like you said - Early Scout is nice.
You will get the Guys at the docks from crosses anyway (sooner or later

), so unless it's really important to get them right now, no need to hurry.
I usually buy my Producers - the ones you can not get from Native Villages - Because training them in my university will take forever, after half dozen or such... So keep your Education Facilities for the REALLY expensive/important ones [=Elder Statesmen].
With Ressurce Gatheres it's cheaper to make a High Food city produce Free Colonists (Or use Missionaries to get Natives... Or both...) and train these in Native Villages.
Use different Villages, if possible - Training everyone in the same Village will make this one Village very slow.
Do you guys have a suggestion? Is there a quick way to buy a galleon early game?
If you expect a lot of treasure (you usually do

), a Galleon is well worth it. Besides giving 50% to the king is just

If you plan on getting one, don't ship Treasure off with the Kings ship at all.
Getting early Galleon is not that hard - i usually make it my first big purchase in Europe.
Sell the Guns grom my fisrt soldier to natives. Use the money i get to Buy more guns in Europe and sell them to natives again. Should leave you with ~2000 Gold. If you got some gifts from natives you should have enought for the Ship.
I prefer to get Peter Menuit first.
You will get a lot of Trade FF-Points from these trades. Build Political Points in your city from the beginning. If you have enought food one Citizen can work Lumberjack other Carpenter.
If you happen to get a eraly statesman - run him. I usually Run 2 or 3 Statesmen in my capital [only!] through the game. It will slowly add to the REF, but it's not too bad, and the FF points + Production bonus in the City is worth it IMHO.
I want Menuit to be my First FF ASAP (to benefit from his enourmous bonus for every purchase i make in the game). Refuse all FF that come before Menuit.
Then i can have Menuit and the Galleon for 2250 Gold around Turn 25. Sooner, if i got lucky with the early Statesman.
If you also want Las Casas (I usually do) it's important to keep your Religion Points down till you got Menuit - because if both are eligible, you will get offered Casas first.
Edit: Should the King pop up with a ridiculous demand - "Give me 2240 out of your 2250 Gold for ...erm... Stuff" (he usually will), you of course just tell him to stick it.
I generally refuse all demands higher than 100 Gold. Sometimes i refuse the others as well.
Will the natives be more aggressive at high difficulty levels? At my current level they do nothing but gift me goods.
Slightly. If you are nice to them they are still nice to you. But they will get mad faster if you steal they land...
Founding Fathers... how are the points calculated each turn and how do you time your points? Why don't we get a popup saying that multiple fathers want to join and we have to choose?
If you get offered a FF, you can use "See the Big Picture" to look who else you could get.
If you have Points for more than one, then if you refuse the first you will get new Popup for the next one right away. Otherwise if you refuse, you just keep the Points, and will be offered more expensive FF a bit later.
It's well worth to refuse most of them, saving your Points for these few you really want. (Did i mention Menuit already

)
If Multiple Fathers are eligible at the same turn, you will get the offers in the order of the tabs in the screen - like - Religion before Trade etc. The only case where it matters to me is Menuit/Las Casas. But depending on your strategy, there might be other ties.
Here's some deatil on making points. It's not 100% accurate i think, but it will give you a good idea.
http://forums.civfanatics.com/showthread.php?t=292815