For instance speaking of smoking: she may be willing to quit smoking, and thus put non-smoker in her profile, meaning that she thinks she is ready to make an effort to quit smoking for the sake of the relationship. To quit smoking is notoriously hard, and people who think themselves as non-smokers often relapse.
About anime and games: she may not be knowledgeable, but she could be interested in learning more about those subjects. In a sense, that would be even better for you, since you will be able to share what you like with her. It's very pleasurable to share your favorite stuff with someone who appreciates it and discovers it for the first time. It turns you into the person that brought a new world to her, and that's cool.
As for the soon-to-be ex-husband, you will need to clear up the situation. And that's pretty much a common theme, you will need to ask her how she sees things, and let her fully explain the situation. But you must also avoid giving the impression you are constantly interrogating and testing her, because that's quite unpleasant. Just make her understand that you are ready to hear about ugly stuff, but that it's important that you feel that she does not keep stuff underwater for fear of frightening you. Probably this would be easier on the phone rather than by e-mail.
As for the relationship status, I guess it's a good idea to make her understand that before you actually meet you can't be considered to be in a relationship, and that the best is to proceed without rushing. Of course, it's up to you to be tactful when you say these things.
2. LocalGirl: Sure, looks natural enough, since she suggested it herself,... You could say something on the lines of "you mentioned you'd be interested in gaming together, and I'd like to buy something at the store this week, would you like to join?"
If in the end you decide to go for the LocalGirl, then you will just have to explain that you have met someone whom you feel is important to you, and that this makes it impossible for you to continue a relationship with OnlineGirl. Of course, to be able to say this without being a jerk, you need to make her understand that you are not currently in a relationship, which is totally legitimate.