Yeah, the learning curve can be a bit steep in the beginning. That said, this is a really weird rack. ;)
Power consumption shouldn't be a problem, the Intellijel 4U Palette provides up to 1.2 A per rail.
What you need depends entirely on what you want. You don't need a VCA if there's no need for amplitude modulation. But you might want something like this: https://intellijel.com/shop/eurorack/1u/stereo-line-out-1u/ to connect to your 6.3 output jack and reach the outside world. Be careful - modular level is not line level! Modular level is quite a bit hotter!