1) What is the difference between playing the game with Caleb and one of the other characters. The manual just mentions which one is stronger, faster, better at magic... etc, but how does this translate into actual gameplay? Are there any weapons/items/abilities that one can use but not the other?

2) What's the difference between the three difficulties? Stronger/More enemies? Or are there any items/areas that are only accessible in one difficulty but not the other?

3) Are there any secrets in this game? Like the original Blood press-tile-to-have-a-wall-slide type of secrets?

Thanks

1.
from the [url=http://blood-wiki.org/index.php/Blood_II:_The_Chosen#Single-player]wiki[/url]
The player can play as any of the four Chosen (Caleb, Ophelia, Gabriella, Ishmael) who each have their own strengths and weaknesses. However, only as Caleb can the player experience the storyline. If the player chooses one of the other Chosen, all of the cut-scenes will be skipped.
and
from the wiki
Caleb is the main character of the Blood franchise. You play as him exclusively in Blood and primarily in Blood II: The Chosen; you can play through the single player campaign as the other Chosen, but without any story-line or cut-scenes. He is the leader of the four Chosen and is by far the most powerful, renowned for his aggressive nature, sadistic tendencies, and violent sarcastic humor.

2.
No idea, sorry.

3.
from the [url=http://blood-wiki.org/index.php/Blood_II:_The_Chosen]wiki[/url]
There are no marked secrets or secret levels, and no way to deviate from the intended path, although there are power-ups and hidden areas strewn throughout the levels.

Just found this too:

Each character has a certain amount of magic power. Ishmael has the most, with 400. Ophelia has 300. Caleb and Gabriella have the least with 100. These differences are not particularly noticed unless using the characters in BloodBath or Blood II: The Nightmare Levels. In fact, many people who only played the single-player campaign of Blood II thought The Orb had no alt-fire, since it takes 200 focus, twice Caleb's maximum amount.
http://blood-wiki.org/index.php/Focus

I'm playing Caleb for the story, but after I finish I would like to try the Orb secondary attack. Probably will use some cheats just to try it out.

For me, the essential way to play Blood 2 is with the Extra Crispy Mod. The main characters were improved in their statistics, powers and starting weapons. Playing with Ishmael is very different than Caleb, for example, and both ways are very satisfying. There are new enemies (expect tons of them) and the expansion weapons were integrated to the main campaingn.
I can assure the difficulty was rebalanced and you now can play the game without feeling too frustated or too confident with the enemy AI.
http://www.moddb.com/mods/blood-2-the-chosen-extra-crispy

Thanks. I don't want to try any fan made mods on my first run. And... I don't think I'll be playing it again any time soon. But who knows. I'll keep it in mind. The AI could definitely use improving.