"I got a few warnings. Should I be worried? I got lots of these, for almost every command I think:"
Sounds like you have done some system updates. You should be able to verify using your package manager....what packages have been upgraded.
HINT run RKH immediately after a system upgrade helps the memory.
I am on Debian so use slightly different tools but check
on how to query a command to find its package name and then check that you upgraded that package.
2) there are numerous mentions in the FAQ or readme on how to handle hidden files or folders or directories
Its up to you to investigate them and you can whitelist those you confirm are distro specific (meaning a false positives) and join the mailing list and post any you believe are possible hits
section 4.4 and section 6
3) Generally speaking if you are a local user or a sysadmin you are better off not allowing ssh root access but login as a local user and then running su or sudo su to get root
therefore suggest you modify your /etc/rkhunter.conf to show
while there check you have rpm enabled as per
a) There is nothing stopping you from encryting your home folder and hardening your system if you suspect your govt of intrusive behaviour
b) run rkhunter --propupd as root to update your changes