You can escape it by moving your cursor to the top edge of the screen and clicking the green button on the titlebar that appears to exit fullscreen.
I think that's really bad design. Is that even controversial?
You can also hit ctrl-left or ctrl-right to move spaces without one or ctrl-1, ctrl-2, ctrl-3, etc. to switch to a specific virtual desktop directly.
You can also hit ctrl+ scroll wheel if you have one. Or add mission control hot corner to one of the screen corners.
Not quite. It has the old behavior (grow to as large a window as supported) if the app does not support full-screen. For instance, the Settings app cannot grow wider, so it grows to full screen height.
The icon that appears when you hover over the green button reflects whether it is full screen or zoom behavior. If you hold option, you will always get zoom behavior IIRC. However, due to the green button being overridden to be a menu in Tahoe, the button icon may or may not reflect zoom/full screen behavior if you press/release option and may instead show the optional modifier on the options in the pop-up menu.
I do not believe there is a way to disable full screen behavior completely, nor spaces. However, I don't think I'd be able to survive working on a Mac without both so I haven't done a lot of investigation there.