98 A4 2.8 Avant...engine

Hello! I am new to this forum. I just purchased a 98 A4 2.8 Avant. I have some questions about the car...... 1. When I got home to look at the engine a little smoke came up. Obviously there is a leak somewhere and it only happens when the car is just turned off. So it is dripping somewhere and burning off. Any idea as to what it could be??? 2. While driving the car seems to shutter or feels like it is trying to get in gear. It is an automatic. It generally happens when starting off from a complete stop. Any ideas??? 3. A "service INSP" indicator comes on when you first turn the car on and goes after a few minutes. Of couse the car did not have the owners manual. Any idea as to what that is telling me?

Thanks