When you get the refusal there should be a form for you to fill out so you can appeal, the address is on there. I did not actually go to appeal as the decision was overturned by the ECO's in Tunisia. The place is in Loughborough.
Welcome to the forum. I'm sorry I don't know which docs are required as haven't been down the visa route. If you post on the appropriate thread, someone will get back to you asap but give it some time.
Welcome to the forum. You do not need to register your marriage at the Embassy, it is NOT a requirement.
When booking a visa appointment you will have completed the application form and they will take you to the available dates online, and you can choose the time and date, usually. Hope this helps.