Um okay just got Dunwich (last copy! :3) um Direct Damage???? What the heck is that..?

Also is it Five Level 0 cards period or per class? (please be per class)

Also the concoction does it not have a point yet or does it affect you getting

1. direct damage it damage straight to your investigator, it cannot be added to allies or assets.

2. 5 level 0 cards period.

3. the concoction doesn't seem to have any apparent effect ATM other than thinning out your deck.

By Concoction do you mean Strange Solution player card? Nope, it's not related to the Story Asset from Extracurricular Activity, though the titles make it seem so.

Meh I cheated and gave Jenny level zero cards even though she has five cards already. I wanted to have 3 heroes to try and beat the new stuff

I have another question Avian Thrall has a logo that no scenerio uses!!!

Presumably, it will be used in a later scenario (and the same goes for the windmill encounter set).

The windmill is, I believe, called Dunwich =) according to some released PDF I vaguely recall reading.

Yeah, the set which contains Avian Thrall (as well as Lupine Thrall and Altered Beast) is called Beast-thralls (can't remember what the symbol is like), while the other unused set (the one with the windmill symbol) is called Dunwich. I was a bit disappointed when I saw that Miskatonic Museum uses neither, but I'm confident they'll be used eventually.

The Thralls might show up on the train, but I'd imagine Dunwich not showing up until the pack after that that takes place in the town. Blood on the Altar, maybe?

That sounds plausible.