For stitching leather you might try getting the Al Stohlman "How to Sew Leather" book, as well the Stohlman leathercraft tools book is a must have.
as for your specific questions the better quality saddlers stitching groover
is better than the cheaper model that Tandy sells.
The freehand groover is a handy item too.
the over stitch wheel is a stitching spacer they come in various sizes a number 5 is 5 stitch per inch and a 7 is 7 spi.... but you use this over the stitching to finess it a bit too.
the edge bevelers come in various sizes too, but the likliehood of an exacto being controllable enough don't even bother with it you will just get depressed when you destroy your project.
yes you could use a spoon for a slicker but the metal will likely leave black marks on the damp leather better would be a piece of plexiglass rod or the cheap slicking wheel that Tandy sells for 2 dollars, or my favorite a bone folder this is 3 dollars and can do about 4 different jobs
creasing edge slicking, and of course folding.
though you can just use a piece of course canvas.....
I like this stitching awl. costs 20 bucks but it is far superior to the one that they sell in the sewing kit.
I don't like the sewing awl but it has it's place too.
Bottom line is the right tools will make it easier on you to produce a good project, with a lot less frustration.