There are no dumb questions. As a rule, attitude is more important than any questions. I've seen people come into these forums with a very bad attitude and wind up getting dropped off with no answers to their questions. You're doing fine.
There are lots and lots of multimode filters out there. I have an Intellijel Morgasmatron. It's a larger unit but it covers a lot of ground. There are better ones, there are worse. But this is the one that I have and I'm happy with it.
Being able to mix signals is pretty important: audio as well as CV. In my rig, I use a dedicated six channel stereo mixer, a handful of Intellijel Quadrats, a Befaco dual attenuverter, etc. I currently don't have a dedicated headphone out. I just use the stereo line-level out into my Focusrite 2i4. It does the job.
As far as headphones, be VERY careful with them. They are right on your ears and it's very easy to make a mistake and give yourself a nice blast of extremely loud synth while patching. If you're repatching something, just slide them off your ears until you're done patching.
You'll also find that you get listening fatigue a lot faster with headphones. A pair of powered studio monitors will extend your play time. Your experience may be different but that has been mine.
Here's my rig. I don't have the CV faders, Monsoon or the Befaco Muxlicer... yet. But everything else I own.
