1.) chaging categories: find the file _categories.plugin.php in the ../blogs/plugin/ folder. On line 102 - 104 (version 1.8.x) you find:

		// Title:
		if(!isset($params['title']))
			$params['title'] = '<h3>'.T_('Categories').'</h3>';

Change 'Categories' in whatever you want. Mind this: if you ever want to localize your blog (get the Spanish language pack) this change you're about to make will not be translated. In that case you will want to make a translation in the language file itself and leave categries in this plugin as is.

2.) Format date: from your site I cannot see wich (original) skin you are using. Anyway you should edit the css file of your skin that is found in the ../blogs/skins/yourskin/ folder, where yourskin is the name of the skin you are using.
Search for h2, thats the tag where the date is included. Change this and the date will appear different. If you have other instances of <h2> in your posts, these will change too. You could alter this, but please reply if you want more on this topic.

Good luck