1/ The Internet APN was apparently only ever intended for test purposes, so only has a limited number of addresses, about 500. Unfortunately every man and his dog seem to know about it, so you may have difficulty connecting to it at busy times. There are applications for which the ability to send requests to a mobile device are useful, although of course there is also the risk that other nasty folks will also send stuff to your device and run up your bill. Vodafone should note that some modern GGSNs are able to provide an access list at the GGSN end that the user has control of, thus allowing you to set things up so you can access your mobile webcam but nobody else can.
2/ The direct APN is mentioned as using private addresses, as a consequence it uses NAT, so be aware that this will break some applications.
3/ You might wonder if you can get a static IP on your mobile connection. The answer is that the public range addresses that Vodafone use are issued by IANA on the basis that they are only to be used for dynamically issued mobile connections. They apparently don't have any available addresses that could be issued staticly, and there would be undesirable complications in doing so anyway. Don't complain too bitterly, it is not that long since all public APNs used private addresses and NAT, which broke more applications.