Conrats on getting your car!!!
Can't help you with the cup holder... too busy driving.
The temp sensor is somewhere in the lower front end. It seems to be pretty accurate but reads high because of the ground heat while the car is sitting. You'll notice it drop as soon as you start moving.
Yes the luggage comes with the 05's. Check the sticker that was on the window of your car... it should list the luggage as "touring gear".
As for reverse... move the shifter as if you are putting it into 2nd gear BUT lift up on it.
Enjoy your new XF.