Sometimes, clicking a link just reloads the page. When this happens, opening the page in a new tab usually works instead.
Please provide an exact page where this happens and which link do you click.
Upgraded Unicode support would be nice, not least for emojis.
Characters are drawn using what is available on your phone in most cases. If you don't see some emoji, then most likely your phone simply doesn't have one, what is quite often the case on feature phones to save memory.
The other two issues would require J2ME client changes, which is unlikely to happen soon.