Re: strange or not strange!
When you turn the gain knob at playback, you change trim, which is +-18dB, the trim is like a playback gain.
Think of the signal chain like this: input - headamp/analog gain - ADconverter - digital trim - [recording/playback - playback trim] - gate - dynamics - eq - fader ---------
Yes, your input levels have to be reasonably correct, that is if you clip it is irreversible and if you are too low, you will lose some dynamics and s/n ratio, but being low isn't critical as you can easily afford wasting 20dB without anything but minute difference in quality.
The express card might or might not work, you just have to test it, main advantage is the ability to have smaller buffers/less latency and sometimes a more stable interface if it works properly (depending mainly on the chips in the card).
The main thing with the control panel is the buffer size, adjust up until there are no dropouts detected (and no dropouts audible on the recordings). Which buffer depends on what you are using, ASIO in most cases.
In general, this thread already contains all the answers, search and read (I know, not that straightforward)