1) With running your quadriceps, calf and foot muscles are involved mostly with very little of hip and hamstrings. With cycling you have hip, hamstrings, ankle joint which come into play as well as elbows as you bend and finally your spine is also coming into action. So there is always a case of body adaptability with change to a new form of exercise.
2) There is nothing to worry as you can easily cross level 10 with practice and over a period of time, continue cycling.
3) With stationary cycling in levels 1-3 you hardly burn anything and you have to increase the levels and resistance to burn more.
4) There is no hard and fast rule that you have to do cycling to stay fit. You can do other forms of cardio like cross trainer, skipping, swimming or anything else.