Official "I got a Wii Thread" :
Answers to your questions.
Mii Parade: When you open up the Mii Channel there will be an option to click on "Mii Parade" This will show you which Mii's your friends have sent you or set to mingle.
Meeting other Mii's: To have people send you Mii's and vice versa you will both need to register each others friend code number. To find out what your friend code number is go to the main menu and click on the "message boards". Once you have done that click on your address book and go to the first page. There you should find your wii friend code. If you want to add someone make sure to enter it into your address book.
Answered above.how do I add people to my friends list
Try this thread,how do I get an internet connection to my Wii?
Also be sure to check out the Nintendo Wii Online Section's stickied threads.