Trying not to reciprocate what the previous poster said but I am directly answering your questions:
1) A fluffy, fluffy bunny filled with medicine and goo is the best bet for storing any valuables all day, including clothing.
2) I would expect pretty large crowds considering it is the unofficial last weekend of summer. Saturdays have been pulling in lots of people compared to previous years. You should hit the Voyage before going to the water park, arrive as it is about to open, and knock out Wildebeest + Mammoth before the herd of people arrive.
3) You should definitely hit up Gobbler Getaway since it is unique to the park. Everything else is something you can find at other parks in case it is not your priority to ride all of the flat rides. If you think you can handle it, try every wooden coaster at least once. Holiday World has one of (if not the best) collection of wooden coasters. All three are ranked highly among the general populous of enthusiasts (save for maybe the Legend). Thunderbird is a must since it will be easier to re-ride and obviously it is the new steel coaster.
Hope this helps and you enjoy your visit!
I appreciate your recommendations. Due to our schedule, we won't be arriving at HW until 11:00 am. But we do plan to hit the water park right away.