1. It's best to head out west. Take Colorado, then Seattle. Once you're able to fill up the entire northwest with fans, the game is pretty much over. You'll have abundant reinforcements.
2. You lose a fan from that territory. For example, if you attack with 15 fans and lose the game, you'l be down to 14 and have to try again. No real penalty.
3. Board just resets, you have infinite games to complete those missions.