1/.You want to take it slow at the start (aka avoid insertion).
If you go all in at the start, you'll get a game over around day 4 because she'll realize she's being training under hypnosis.
2/. At the end of each training session, you'll gain points depending on what you do. You can then spend those points to make Reimu more obedient, more sensitive, Masochist or Sadist, addict to cum, etc...
3/. Depending on what you up, you'll sometime access new options
4/. If you keep training her without having sex directly, at some point you'll be able to unlock a new form of hypnosis (bottom left at the "enhancement" screen. After that point, I could have sex with her without having a game over so far.