Lightmap full of stains , what might be a problem ?

Indeed, it is most likely because of the lightmap UVs. It’s worth taking your time creating a unique UV set for the lightmap channel as it has different requirements than the texture channel and has a great impact on the general visual quality of assets using static lights. Check out the link I’ve sent you, it contains all the important information about creating good lightmaps. Here is a video as well:
https://www.youtube.com/watch?v=joKnmShAdJE

Yes, you definitely want to use a Lightmass Importance Volume. Make it large enough that it covers the whole ‘playable’ area of your level. I also suggest you to use a Post Process Volume to have further control over the visuals of your scene.

Regarding the menu, that is a completely different subject. I think for a simple menu, UMG and Blueprints would be a great choice. Here is the link to the documentation of UMG, containing a simple tutorial for creating a main menu:
https://docs.unrealengine.com/latest/INT/Engine/UMG/index.html