The answers to your questions depend on how likely you think it will be that people try to hack your router.
Changing the user name provides a little bit of security, but not much. You're more likely to forget the user name than have somebody break into the router using "admin" as a login.
It's your choice as to how many login attempts to allow before lock-out. If you think people are going to be hacking your router, then make it smaller. If you think it's unlikely that anyone will try and you think you'll forget the password, make it higher. The default of five is a good number to me.
Disabling SSID broadcast does not deter the determined hacker. There are ways to find out SSID even when it is not broadcast. Generally speaking, disabling SSID makes things harder for legitimate users without creating a challenge for hackers.
Make sure your WiFI is setup for WPA2, not WEP. WEP is not secure, WPA2 is.
Good Luck.