1) According to treasure parcels, the characters gain magical items as they progres. My question is: are monsters getting tougher to reflect this? Or do they need some kind of boost to remain challenging?
Monsters do get tougher to reflect magic item use by PC's. It is assumed that PC's get
about one level+1 to level+5 item of their choice (or similarly appropriate) to keep up with monsters. I suggest you start at a low level, however; balance is best there. It's important to note that selling items is very inefficient in the base rules, so whatever the PC's find is generally what they'll need to use - they don't find enough money to equip themselves. If you just want basically balanced gameplay, the "big three" items (a magic weapon or implement, a set of magic armor, and a magic amulet of protection or other neck slot item) are the three items you should in any case ensure to include enough of. The rest is gravy.
(I personally don't like the idea of needing to tailor items to match the PC's, and would rather let them figure that out by buying and selling stuff - if you want to try that, I've got a house rule in my sig that enables randomized loot without having a big impact on balance).
2) Are there any overpowered monsters? I mean if there are some monsters too powerfull on their level (like level 2 something being able to kill level 5 character without much effort). I don't want to ruin the fun by killing the entire party during their first adventure (or even encounter).
There are quite a few overpowered monsters, and there are also quite a few monsters that don't deal enough damage (in the printed version of the books). There have been many errata:
Dungeons & Dragons Roleplaying Game Official Home Page - Article (Official D&D Updates)
In particular, quite a few monster manual 1 brutes were errata'd to do more damage. Even post errata, there are a few monsters that are a bit over the top unfortunately, so some common sense and on-the-fly-flexibility can't harm. My philosophy on this is that if I intended or even described (post monster-knowledge check) a monster as a surmountable challenge, then it's a bigger cheat to turn that into a lie than it is to keep to abilities that cause problems. Wraiths are nasty, and I've heard harsh things about
But I don't want to exaggerate; overall, monster balance is much more predictable than in 3e or 3.5, for instance.
3) The monetary treasures - isn't that too much? I looks to me like they will have almost unlimited supply of money meaning they will be able to buy almost everything...
No; over the course of 5 levels the price of level equivalent item rises by a factor 5 (!). This exponential increase means that the money they saved several levels ago quickly becomes spare change compared to the current cost of an item. By the by, I've seen some people misread the treasure section; the total
monetary treasure value is intended to be in addition to the found magic
items, not to be a sum total value of items+gold.
Incidentally, 4e is pretty robust to a bit of an item imbalance, so don't sweat it too much. If your party has half the wealth they should have, or twice as much, it won't have any major impact. I doubt you'd even much notice ;-).