Welcome to Hubitat! There are many of us here you migrated from Wink; I moved over in early 2019. There are several things that you should be aware of.
First the list of Hubitat compatible devices. These are devices that have been confirmed by Hubitat engineers to work with Hubitat and are supported by built-in drivers. This doesn't mean folks aren't using devices which are not on this list; such devices may work with built-in drivers or a driver written by a Hubitat community member. Your Wink Relays fall in that category - they work with a driver written by @josh (Josh Lyon). Here's the community thread about Josh's driver
There are also community integrations for Nest Thermostats and MyQ garage door openers. The MyQ garage door integration will require a Hubitat-compatible tilt or contact sensor to monitor door state. Meaning - a zigbee/z-wave sensor separate from the one that MyQ comes with.
You havent' described any zigbee or z-wave devices. If you have those, you will need to build strong mesh networks to get those devices working. The Hubitat Documentation describes how to create z-wave and zigbee mesh networks.
https://docs.hubitat.com/index.php?title=How_to_Build_a_Solid_Z-Wave_Mesh
https://docs.hubitat.com/index.php?title=How_to_Build_a_Solid_Zigbee_Mesh
No.
Lutron's Caseta line permits the first plug-in dimmer to act as a repeater for the Caseta Pro Bridge. So position the first plug-in dimmer you add to the Caseta Pro bridge wisely. It should be placed such that it can transmit ClearConnect signals to about half your house. And must be in range for the Caseta Pro Bridge.
Anything new can be frustrating at first. However, after having used Hubitat for 2 years, I am frustrated by the time I wasted on Wink! I'm sure there are other former Wink users here (@neonturbo, @SoundersDude, and many others) who agree.
You'll also find the Hubitat community to be super-helpful. Be sure to make use of it during your transition to Hubitat!
