1.) Finally figured out how to connect two speech balloons together with one tail and it actually looks good. First make your new vector layer, choose the TEXT tool and type where you want the first balloon to go, then type your text. Afterwards, drop the cursor down just slightly around the area where you made the first text and you should eventually see a TINY plus-sign. See it? Click as soon as you see it and a connecting square is made and you can type out the second bit of text. Now when you go to make your balloons, the two texts will be joined, and your "tail" will connect both seamlessly with no pesky "closed" line.
2.) Kalea, one of our beautiful characters of "The Depths", has psionic abilities - meaning she can communicate with her mind while underwater, and catch thoughts sent to her. Here's a really way cool effect you can do easily to illustrate that in your comics:
Make your TEXT first where you'd like. Then make your BALLOON, fill it with your desired color, (think about what the background color will be too) but don't use a tail this time. Go up to your Balloon menu panel and click "flash" next to it. Now you can get fancy, but try to have a great contrast, like the one shown. (The undersea background works here, doesn't it?)
Once you move the flash pattern over the balloon, it should tuck nicely below it - if not, check your layer positions and make sure the flash is under the balloon in the list.
Hope this is helpful!