You do have a bunch to read. It sounds like you did very well on the price... the wagons are relatively rare and have been commanding a premium.
First off, your mechanic didn't do you any favors. You should only use one of the approved coolants - and Prestone isn't one of them. Flush it again and put in either the MB coolant, or Zerex G-05. There are a few others but the Zerex is the easiest to come by. Put in a new thermostat while you are at it. There are plenty of opinions on oil and other fluids, but Mobil 1 (Turbo Diesel Truck 5W-40) is probably the best bet. Mobil 1 ATF works very well in the tranny and steering pump. Consider changing to those at the next change interval (but change the coolant now).
Here is a
picture on gsxr's site of a trap oxidizer next to the replacement pipe. If there is something sitting next to your exhaust manifold that looks like the top item then the recall has not been performed.
If you don't have an actual owner's manual you can likely order one from MB Classic center. You can find a link from mbusa.com.
There is a casting number located on the aluminum head under the crossover pipe above the #2 injector. If two of the numbers are "14" then you have a #14 head. Your car came with a #14 head. MB has revised the head several times and the current revision is a #22 casting. The other most common edition is the #17. The original head had some deficiencies that could lead to cracks or blown head gaskets. The cardinal rule is to not let the engine overheat. There are plenty of #14 heads out there. There is a ton of info on the head issue as well as plenty of theories, etc.
There is a good article
here mostly authored by gsxr (Dave) which has some intro information to the model.
Dave's site,
http://www.w124performance.com/images/ has a wealth of information and resources on it, as does this forum.
Another item to put near the top of the list of things to do would be the vacuum pump. The original style pumps have been redesigned and that is one item that you will want to replace before it dies. You probably have some time but best not to tempt fate on that one.