1. IF you would change in Rdm this would mean double tracking and not paying and thus getting fined on a check for the BReda-Rtm sector. The normal hourly BeNeLux trains all stop in Breda-barring works and the like. The Thalys does not but will be much more expensive anyway. Best buy is to book online untill 7 days before the 24 eur single, there is no train-fixing on these, only valid after 9.00 mo-fr.
BUT rail is a rather roundabout route anyway for this, a direct bus or even the DB-run IC bus from Antwerp might be quicker and is cheaper.
2.JUst google for the usual tourist sites or go to TA=tripadvisor, as its a major FR=Ryan cheap airfield (currently suspended due to fog with 100s stranded) thus has plenty of comments. It does not come very high on the usual touristy things to do in NL here.
3.The stadium is around 1 km away and along the railway line north from Ehv main Central (since this year!) station, there even used to be some trains stopping on a football-aimed platform right beside. The airport bus 401 passes beside. The whole side used to be the main site for the Philips electrical works, this is the P in PSV, and is now being redevloped into a kind of trendy ´hipster´ area.
4.PS. IF this trip is only after 1/3, then also consider LUXembourgh and its then free local transport.