Do I need to get any codes for this CD radio from the garage? Worried there may be stuff that gets locked. Garage says it's fine but want to double check.
Your dealer is correct. The anti-theft radio codes are stored in the engine management computer so the radio unit will only work in your car, you do not need separate codes.
Can I do satnav on it?
If you've bought the Navi version, then it has satnav built in. If not, then others have reported that it is possible to install 3rd party nav apps but this requires hacking the unit to ensure it stays on when driving. Search the forum for instructions.
If I do a factory reset on the screen will I lose anything important?
You can't reset just the screen, you have to reset the whole unit (which is basically an Android tablet). But why would you want to ? You will certainly lose all the radio presets, any customisation settings, phone book, wi-fi, etc so will have to be prepared to add all that stuff back in.