Hi Susy,
I guess I'll answer each in turn:
* The choice of pencil is a practical one. I don't smudge my drawings as I then run the risk of smudging the star dots, notes, corrections, etc. I rather control the pressure on the pencil. Even an eraser rarely breathes the night air, errors simply have a line crossing it- just my standardised note making. A 2B pencil should smudge much more easierly than an HB, it is softer. A 2H is another matter. Where I start a drawing depends on the object- sometimes I mark the prominent star patterns first, other times the boundaries of the object, like that of M57.
* With my black paper reproductions, I too use white paint, and an old compass (from an old kids geometry set) to do the dots with. This gives me the dot size control I'm after. Next to me is a tissue & little pot with water to clean the point. If I need to do a correction to the white, I use a fine black felt tip pen.
* The reason I do my in-the-field drawings on white paper is it is easier to see the graphite on the white paper (for me anyway). It is also easier to make fine detailed notes with a fine graphite pencil. This includes graduation notes for the varying nebulosity intensities. My in-the-field sketches tend to be messy affairs, riddled with notes, 'mistakes', and saliva,
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* In winter I use leather driving gloves. I've found these to be insulative enough for my purposes, & thin enough for me to control the pencil.
If you want to smudge on black paper for the 'nebula' effect, I wouldn't suggest wetting the paper- it will warp. Unless you have gone to the extent of using water colour paper & prestretched it, ordinary paper will warp when you wet it. Instead, use a 'water colour pencil', sharpen it, and with a cotton bud, use the shavings to create the smudge effect. It is also less clumsy than one's finger. These 'water colour pencils' are less waxy in texture. You can get individual coloured pencils from art supply stores.
If I'm unsure of the execution of a desired effect, I still practice a series of trials on another sheet of black paper. Even now I still trail effects, as the materials at hand can change, and the 'touch' might need a little tweeking.