1) You are looking at your SD Card.

Did you transfer your SD card from your old phone...if so you will still have all the stuff from previous. Try using Astro file manage which is free @ ASTRO File Manager - Android app on AppBrain and you will be able to see what's on your card. Alternatively mount your phone to your pc.

2) You don't need to change your sim card if you set up roaming although that will be very expensive. IMO best to buy a sim in the country you are staying in if staying for a long period although that will mean you will have to change your number. You could use skype to make calls as long as your friends/family use this as well.

Hope this helps a little...maybe someone else will advise as well

 

It's the cached map data for HTC Locations. You can delete it if you don't use Locations.

Connect the phone to your PC as a drive, then navigate to ".data\navigator\data\maps".

Copy the ".cmap" files you want to keep onto your PC, then delete them off the phone.