I definitely had the same experience with feeling comfortable much quicker than I expected. I can’t say I agree about the radio thing. If it weren’t for some hesitations that I have (being a new rider is definitely one of them), I would regularly ride with headphones in. The smells can be great, but getting stuck behind a bus or passing near a skunk are never pleasant.
You’ll get used to turning your signal off, just keep reminding yourself.
With shifting, I think that once you can take your focus off of the little details of riding, keeping track of what gear you’re in will become very easy. I obviously shift up as needed while I accelerate, and I shift down 1 if I’m slowing down a bit. When I’m in a high gear, and I need to stop for a stop light or something, I shift down at approximately the right times. So if I’m in 5th going 50, I’ll clutch and brake. When I get to 40, I’ll shift to 4th, 30 I’ll shift to 3rd, etc (clutch in the whole time). I do this so that if I need to go again before I stop (for instance, the light changes to green while I’m still going 25), I don’t need to shift back up from 1st. I can just ease out the clutch and roll on the throttle and I’m good to go.
I’m not sure if that’s what you were asking about shifting or not, but I hope it helps.