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Most T-Nuts are designed for 3/4" plywood. Simply hardwood faced, and/or high-ply count make for sturdy boards. If you're looking for maximum strength or are planning to set up in an outdoor site you may want to use marine grade plywood.

Anything will do! Again if you need weather resistance you might consider a marine style epoxy paint, or garage floor epoxy paint which will also offer great durability. Some folks like to add texture to their paint as well.

Technically not required if you decide to only use screw-on style holds, but T-nuts are wonderful for easy setting and breakdown and will result in less wear on your plywood. We haven't found anything as good as Escape Climbing's industrial gym t-nuts: https://escapeclimbing.com/products/hditnut

Escape climbing has two excellent options, factory seconds: https://escapeclimbing.com/products/factory-seconds

and starter sets: https://escapeclimbing.com/products/8x8-homewall-starter-pack

Atomic Climbing (https://www.atomikclimbingholds.com/) also has great sets as well as some excellent deals like their foothold packs: https://www.atomikclimbingholds.com/foothold-friday-2

We also really enjoy So Ill holds if you're looking for well put together, and often premium sets (not that the above don't have premium holds as well) https://soillholds.com/pages/home-wall-kits

These are incredibly dependent on your own safety situation and climbing style. Are you a static climber doing laps on simple endurance routes? Or a dynamic climber with lots of outward tension on overhang? The open area of the board is 96" wide and generally it's nice to have at least 54" of padded area outward from the wall, but you may require even more in some situations.

It might also be smart to cover the support poles if you think you'll be setting routes that could cause you to crash in to them (don't!). It's also a good idea to cover the seams between mats or crash pads if they exist, even in commercial gyms and high level competitions folks have been injured by landing right between the mats.

Things like Escape's bouldering pads (https://escapeclimbing.com/products/bouldering-wall-pads) or Zone XL pads (https://escapeclimbing.com/products/pgsc02) may be a good place to start, most crash pads or gymnastic pads will do. Just make sure that whatever you decide you're comfortable with that it goes fully edge to edge to protect you from landing on the adjustment mechanisms,