The best time to change a string is when the string starts fraying (this is for most people). I personally save money and use my strings until the string tension can never be perfect or the string is really love.
A lot of people like highlights but like yo-yos, there is no best string (except don’t use cotton, that’s the only exception.) Overall, stick with Type 6 Poly and you’re set for a while.
A style is based on what kind of tricks that you like. Luo-Yi-Cheng loves suicides and lacerations so he makes his tricks based off those, and ibanezcollector likes Green Triangles. Study players and eventually you’ll noticed a trend in their tricks. You will develop your own style as you learn. For all you know, you might end up being a sideways player ;).
I think an X-Convict will last you a long time. Only buy a yo-yo when you want to or need yo. A lot of people will recommend something but to me use what you have until it gives out.
Surprisingly, a small hand doesn’t really mean that person will like small yo-yos. Experiment with sizes and you’ll decide what you like. In yo-yoing it’s “For the player by the player.”
You should change string when you feel like you need to. If the string starts to fade in color significantly, or if it starts to get to dirty, etc. It would be an opinion of what strings are the best, though a most people would definitely prefer handmade string, usually polyester or another synthetic material. It also depends on what kind of yoyoing you’re doing. I would say that it doesn’t matter to much to me how long string lasts, but generic factory string generally lasts a shorter time period than others, and it also depends on how you’re yoyoing.
People develop their style simply by yoyoing. They make their own tricks, and learn ones that they like. The more you yoyo the more you might see yourself doing some tricks more and more, and others less and less.
I don’t know where to begin with what yoyo you should upgrade to. An Ex Con should be fine for now (I can see you say it’s your favorite…) but just get what you want and experiment. You don’t need some super expensive yoyo to do tricks, Jensen Kimmit won worlds with a thirty dollar plastic.
It’s a preference what size yoyo you like. As long as your comfortable with the size and shape, you should do fine.