Here there be Hero of Ages spoilers...
1) We started figuring out from what Brandon said about Ruin and Preservation in the ancient and forever long HoA Q&A. That's when we started putting the pieces together, hunting for Hoid, etc.
2) A long long time ago, Adonalsium shattered. Hoid was there. Adonalsium shattered into (probably) 16 shards, each with seperate names and focuses of personality (Ruin, Preservation, Odium(aka Hate), Endowment, Cultivation). These shards were likely given to people that were around that the writer of the headers in section two knew(writer is likely Hoid). The shards are now on seperate planets, with some having two (Scadriel, with Ruin and Preservation), some have one (Endowment on Warbreaker world), and some have three (Roshar).
Hoid seems to be a name that appears in each of the world, usually in a job that requires a quick tongue. Pretty much what we look for when we look for Hoid is what is in the first set of Interludes. Beard, quick tongue, white hair, arrowed face, etc. He was a bggar in Elantris, an informant and leader of Terris refugees in Mistborn, and a storyteller in Warbreaker.
3)Known shards- Okay, so each shard has the name of the shard, and the name of the Shardholder, the person who took upon the power assumably like Sazed did. Ruin (Ati), Preservation (Leras), Endowment (?), Odium (Rayse), ? (Aona), ? (Skai), ? (B... something. I don't remember the other one that the epigraph writer said), ? (Cultivation), Almighty.
Pretty much their 'powers' are what the shard molds the minds of the humans into. For example, Ati was originally a nice guy, but he became a jerk after thousands of years as Ruin.
Hope that answers your questions!