Peter Coughing - The general consensus is that Peter is having trouble with the amount of powers he has absorbed or did not fully heal from the fall, since he doesn't have the healing ability all the time
Hatian Dude - What he meant by "Can you keep a secret?" was that he was not going to erase her memory, but then Claire would need to keep that fact secret from her dad. HRG dude either works for the government or some private company and is probably mostly neutral, weather the peopel he works for are good or bad we don't really know yet. So we can't really tell if the Hatian dude is good or bad, but I am leaning towards good.
Hiro Vs T-Rex - You are supposed to be at least partially confused on this one, thats part of any prophecy/future seeing. So far all of Isaacs paintings have come true, but not always in the way we think they will, so Hiro will get a sword (he had it when he came to Peter as future Hiro) and will either teleport back in time, fight some shape shifter in the form of a T-Rex, or possibly just do something with his sword somewhere where an image/statue/movie of a T-Rex makes it look like he is fighting it
Eden (cute girl) - Eden was able to shoot herself in the head before Sylar was able to look at her brain. So most likely she managed to stop him from getting her power.
The List - The list is important for alot of different reasons, is HRG on it? Is Mohinder? Who else IS on it? Does Sylar have it? etc...
Save the cheerleader, save the world - It seems pretty obvious to me that all the main heroes will be needed to stop the explosion (Peter, Claire, Hiro etc.) but we don't even know if stopping the bomb is what Future Hiro meant. The bomb may well be a small problem compared to what could happen if the secret of the heroes becomes known.