1 - your neutral safety switch is probably gunked up. You can either replace it for about $110 in parts, or remove it and clean it, then reinstall it, which is free unless it comes off the transmission in 4 pieces like mine did.
2 - lubricate them? Not sure what to do about this, the only jeep I own with vents is losing them soon when I put new doors on it.
3 - check serpentine belt tension. If it does it when it hasn't warmed up yet, and when you put the AC on (or when defrost kicks in), it's probably this.
4 - you probably need to check the pressure in your tires or adjust the transfer case shift linkage.
Hopefully those should give you a good start, you can find more information on any of those by searching for some of the terms I gave. People are gonna tell you to search, sometimes the problem is knowing what to search for.