Not sure about the hello menu
I believe benih's spell checker misinterpreted him in a funny yet dangerous way: he meant the "HELP MENU". You can find "checklists" for some aircraft in this help menu. Checklists are in "the aircraft manual" (the POH, Pilot's Operating Handbook) and they are a list of steps you have to take during the different phases of a flight. The J3 version I checked out does not have checklists in the help menu, so you have to look for them in the Internet. For example:
http://indianapilotsclub.org/sites/defa ... cklist.pdf Check sections "before engine start" and "engine start". Beware: most of these steps cannot be taken using the keyboard! You have to manually prime the engine (lever on the right of the panel) and then set magnetos to "both" (lever above your head) and then throttle to 10% and then "ask a friend to spin the propeller" (press "S" in the keyboard).
CHECK CAREFULLY THAT A BRAKING SYSTEM IS IN USE OR, ALTERNATIVELY, USE DISPOSABLE FRIENDS.
If you don't want to do this every time, menu "J3 -> Autostart" starts the engine for you. Then, press "shift+B" to release brakes.
how do you change aeroport and maybe the time of day, as we don't want Honolulu rather than something in Montana
In the launcher, you can move to any location in the world. Alternatively, in FlightGear menu, there should be a "location" entry. You can also change the time of the day in the launcher or FlightGear's menu ("environment", if a remember correctly)
Honolulu is the default one and a very developed scenery. European areas are very well modeled as well. Regarding other parts of the world, I'm afraid you will need custom scenery. Check, for example, the scenery made by wlbragg:
https://wiki.flightgear.org/User:Wlbragghow would we use the HOTAS Cougar's throttle just to increase/decrease speed?
One of the things you will learn is that throttle is not directly connected to speed. In a car, if you press the throttle, the car goes faster. This is not always true on an aircraft and in fact it is plainly wrong during the landing phase. The aircraft moves in a 3D environment, so you can increase the speed just by "falling down" without touching the throttle
Many times, you'll increase the throttle not to go faster, but to maintain your altitude or even to fall down slower (as in landings)!
That being said: check the joystick configuration dialog, again, in the FlightGear's menu. I believe it is in the first menu option. Most probably, the HOTAS is already configured correctly but check it anyway.