I am sure others will have more accurate information on this, but I will help you with what I can.

Yes, change oil ever 3,000 miles, or 5,000 if you drive a lot, whatever is 'convenient' for you. But I would not wait 10 thousand plus miles for an oil exchange, I don't care if it's synthetic.
I would suggest synthetic oil. To my knowledge, it would be ok for you to put synthetic oil in your car because it does not have that many miles. I think it usually matters at 100 thousand plus miles, and this is even debatable. I hope this helps for now.

__________________
2006 E350 w/ 155k miles (Daily Driver)

Previous:
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)