1. Can Xith3D apply Overlays. For example can it apply a JTextField (or someother "scrolling text") for input directly on a Scene (i.e, a "scrolling text field" that could be linked to the Canvas3D - a sort of "notes" that can be applied directly to the scene not as a pop-up textbox ?).
Yes, you can apply AWT/Swing overlays to a scene. But there's also the much faster and much more comfortable to use Xith3D HUD, which also supports scrolling text.
So, [/b]yes[/b] in two senses

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2. Has NURBS trimming been implemented?
What's that?
3. Is there thread safety on the SceneGraph Object and is DirectX supported at all? If DirectX is not supported, has this been an issue with anyone?
These are actually two points in one

. No, the scenegraph is not thread safe. But there are so-called ScheduledOperations, which have been successfully used to circumvent it.
DirectX hasn't been implemented and nobody actually ever asked for it. So, I guess and assume, it has never ben a problem to anyone.
4. Lastly, is there a good starting tutorial?
Sure.
http://xith.org/index.php?switch=xinMarvin