I have three questions.
1. What is the significance of witr prayer? Is it compulsory part of Isha prayer? Why is it included in Isha prayer only?
2. I believe that all revealed books prior to Quran were complete in all aspects. In other words, they were like the Holy Quran. But when I come to know that in those scriptures, there were signs of the arrival of the Holy Prophet (P.B.U.H) in near future, I doubt their being complete books. I confuse myself that did not Allah Almighty give the complete message to those Messengers which might have needed further amendment by Holy Prophet (P.B.U.H) or did not Allah Almighty love those people the same as we enjoy, that He granted them an incomplete book? Were those Messengers not capable enough of spreading divine message as compared to Holy Prophet (P.B.U.H)? What basically you think would be the need to mention the signs?
3. I want to explore Islam myself through the Holy Quran and the Sunnah but the tremendous amount of stuff around terrorizes me. I do not know whether to read Arabic only or translation or both, read Quran with simple translation or with Tafsīr, select tafsīr of Syed Abul A'la Maududi, Amin Ahsan Islahi, Javed Ahmad Ghamidi or any other scholar, read Quran alone or with Ahādiths and, how to select Ahadiths and believe their authenticity. Along with these I would like to know from where to start as I will have to start from scratch, how to proceed and what duration will be sufficient in a day or week?
1. Witr prayer in fact has nothing to do with Isha prayer. Witr prayer is supposed to be offered after two Rakahs (known as Shāfe' prayer) which itself is offered after a number of two Rakah prayers (normally four two Rakah prayers, making the total of eleven Rakahs and this altogether is called Tahajjud prayer. The actual time for the Tahajjud prayer is after midnight till the time of Fajr prayer and it is recommended to be read nearer to Fajr (during the last third of the night).
The Tahajjud prayer is not an obligation for us (it was an obligation for the Prophet - pbuh) however it is highly recommended and in particular the last Rakah of it (Witr) is held to be very effective and important. Because of this (as narrated) the Prophet (pbuh) has advised that if one thinks that he would not be able to wake up at the last parts of the night to do this optional prayer, then he may read it before going to sleep. This is why many people read this after the Isha prayer.
2. The coming of the prophets and revealing new scripts does not mean that the previous prophets or scripts were uncompleted or needed amendments. As you correctly wrote, there are no reasons to believe that God gave the earlier prophets an incomplete version of his religion.
The prophets and their scriptures are in fact reminders and reminders, as the name literally suggests, are often being repeated for the sake of those who need to be reminded either because they had less reminders in the form of prophets (like Bani Ishmael) or that they needed to be reminded again and again (like Bani Israel).
As such, the main premises of all the Arbrahamic religions are the same and the Quran has called all of them Islam. In the Quran our prophet is mentioned to be following Ibrahim (as) and Ibrahim is introduced as a follower of Nuh (as).
The only difference is in Sharia (religious rules) and even there the foundations and many rules are the same. It is of course a common sense that a Sharia is tailored to fit the conditions of the time and this is why every time Sharia was revealed throughout the history of religion, it was slightly changed to fit the requirements of the time. The last Sharia that was revealed by Prophet Muhammad (pbuh) was made in its most minimum format so that it could easily be adopted in latter times.
Another issue to note is that the coming of Prophet Muhammad (pbuh) also served another purpose that had nothing to do with the content of religion but was in fact related to the followers of the religion. As it can be derived from the Qur'an, Bani Israel lost their privilege as the chosen nation of God who were supposed to be witness to the other nations. Bani Ishmael was supposed to take their place and obviously a Messenger was needed to be sent to them for this purpose.
3. I think every Muslim who is interested to learn Islam a bit more in-depth than normal needs to read the Qur'an in three ways and in parallel:
A. Reading the Qur'an regularly, aiming to understand the foundations of Islam directly from the Qur'an. This is better to be in a daily basis, and repeatedly from the start to the end, if needed using a simple translation to understand the meaning.
B. Reading the Qur'an aiming to make sure no major question or major unclear point remains for him in understanding the Qur'an. Obviously asking scholars or looking at the books of exegeses will help here.
C. Reading the Qur'an aiming to understand the meaning of the verses as deep as possible. Here the best method will be to do a comparative study of the books of exegeses. For this purpose it makes sense to read and compare the books of exegeses that are coming from different perspectives. A narration based exegesis like Tabari or Ibn Katheer (that is translated in English and is available online) can be studied along with a coherence based exegesis like that of Amin Ahsan Islahi. More books may be consulted as the person deems appropriate and within his interest and capacity.
Other than the above a straight forward reading of a book of Hadith to grasp the outline and overall picture of the content of Ahadith is also very beneficial. For this purpose Muatta of Imam Malik or reading a selection of Bukhari is good.
In addition, a reading of a simple book to refresh and complete your knowledge of the basics of beliefs, morals and Shriah is very helpful. Many books are available to help with this, including al-Islam by Javed Ahmad Ghamidi.
Also if you want to go a level deeper in understanding Islam and Quran, having a reasonable knowledge of classical Arabic will be necessary. There are of course many sources available to help with this.