Logistics in getting train tickets

1. I would like to go by train in China this coming April: HK-Beijing-Xian-Shanghai-HK (or is it recommended to go the other way around?). The Travel China Guide site states tickets are mailed to a home or hotel address within China only. I am coming from the USA. Can the tickets be mailed to a HK address (I have a cousin who lives in HK)? Or are they ticketless now, just go by the reservation number and passenger name?
2. I see above that I can book tickets to all the cities I would like to go except Xian. What is the best way for me to get the tickets in advance?
3. Should I book the tickets now or in March?
4. What is the difference between soft and hard sleeper? cushioned vs non-cushioned (literally hard) or cushioned vs minimal cushioning?

Thank you very much for your reply.