Rainbow Six noob questions

I don’t know gamer people to ask this of, and the R6 forums on Steam look to be almost dead. Can you help?

I finally got around to playing Lockdown that I bought on a Steam sale. I’m new to the series entirely.

When I get killed, do I have to go back to my last manually saved point? In Half-Life, I would go back only a little bit before the death moment, and it was triggered by just pushing the Walk key on the computer. Do I have to go through the Menu and load up a saved game to continue? The way it’s acting right now, as I understand it, makes the whole thing almost too much of a bummer to continue with.

Can I increase the brightness of the gun reticule? I can hardly see it sometimes.