Regarding the burning smells: It's normal new car stuff, and you would know if you were roasting the clutch or tires (burning rubber smells different than what you're probably smelling)
Regarding crickets: I've used Shell 91 exclusively since the day I bought it (first tank from the dealer was Valero) and I've yet to hear anything at 7000 miles.
Congrats on the new car, now go give it a nice wash-n-wax to get really acquainted with its curves; and if this is your first RWD, I'd suggest leaving VSC and TC on until much later down the road