1: Running isn't a horrible idea if outmatched, but since dying doesn't matter much
in most cases, there's also not too much harm in losing. Unless you're seriously grinding Undersigil later on in the game, quest EXP is far-and-away more important than EXP from fighting, so you aren't missing out on too much. That said, as the game goes on, your party should get a hell of a lot better at killing things (though those
ing Undersigil monsters are pretty much always pricks), and you should be able to stand up to the monsters in the catacombs semi-decently with just a bit of micromanagement. And early on in the game when EXP required for a level is low and you don't have many quests under your belt, killing a few wimpy enemies can come in really handy to help you stand up to the more powerful monsters.
2: Most (all?) stores can identify items for you.
3: Those runes that you got from the giant skeleton? Mages can use them to learn spells, just like with scrolls. Now, you said that you were fighting bats and spiders, which... aren't in the game, but there are enemies that kinda-sorta look like bats, so if you're fighting those, that means you've met Pharod. And that means you've both had the chance to recruit a mage (Dak'kon, a fighter/mage who hangs out in the Smouldering Corpse)
and you've talked to the mage trainer, Old Mebbeth. Dak'kon already knows versions of
most of the spells on those runes, I think, but you can teach him what you can for the EXP and sell the rest if you don't want them yourself. You can get another pure mage companion shortly after leaving the catacombs as well.
4: There's a thief trainer in Ragpicker Square to complement Mebbeth the mage trainer, but he's much easier to overlook. It doesn't matter too much, as you're coming up on a fighter/thief companion soon, and she can handle any and all thieving in the game pretty easily. I usually hold off on becoming a thief until later in the game because there's a trainer in another part of Sigil who gives you an awesome weapon when he teaches you.
5: If/when you
do change classes, keep in mind that it's super easy to change back. Like, once you've learned to be a mage, you can swap between mage and fighter by talking to Dak'kon. Once you've learned to be a thief, you can swap between thief and fighter by talking to your thief. Even if you don't intend to use those classes, you should still check them out, as a mage has special dialogue with mage companions and a thief has special dialogue with the thief companion (albeit nowhere near as cool). The only class you can't be is the priest, and you're a ways off of getting one of those.
EDIT: And in case you're wondering, though you can swap between the three core classes via trainers and companions, you can never be two different things at the same time like some of your companions. PST had the loosest interpretation of 2e rules of any of the Infinity Engine games, and it shows with the implementation of classes.
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