Some questions on kitchen gardening. Can you shed some light?

Recently we started a kitchen garden, a small one on our balcony.
We put in different kinds of vegetable seeds; carrots, radish, cayenne peppers, spring onions, mini tomatoes, and some herbs.
I filled the box with ex-clay first, then potting soil mixed with special sow soil.
Should I press the soil so it is compact or can I put the seeds in the loose ground?
When the information on the seed sachets says to put them half a centimeter under, is that very important or does it not matter that much if I accidentally put them one or two centimeters under the surface will the seeds have more difficulty growing through the soil?
Untill now only the radish seeds have popped, can I consider the others lost or will they appear in due time I put them some eight days ago?
Besides answers to my questions; any other tips are most welcome!
I might come back to this thread with other questions concerning our little garden soon, because I am sure we will need more advice.
Thanks in advance!