Welcome to the forums!
There's nothing wrong with that setup, you've no bluetooth or MAC Address because you're not connected to a WiFi network and Bluetooth isn't switched on.
Sense is already on there, but it's not displayed (Sense version is only displayed on Android 2.3.3 and above).
If you've already rooted, you've nearly there. Do you want to just have root, or do you want a custom ROM on there. If you want to install a new ROM, follow the links given
here. You can skip to the "Rooting & S-OFF" paragraph.
For your first ROM, I'd also recommend LeeDroid, it's very close to stock and there are a number of tweaks giving better battery life and making it slightly faster too. All you need is contained in a post by Stublake
here.
All moot if you just want the benefits of root though. I don't recommend accepting any OTA updates whilst rooted though.
One thing I would recommend if/before you do anything is install an app called
Titanium Backup. This will allow you to backup your apps and associated data (game saves, configs etc).
