The out of place string will be due to it sitting incorrectly on either the Nut (white plastic bit closest to the tuners) or the bridge saddle (the white part in the second photo you added). Hate to be the one to break it to you if you're not already aware, but this is a pretty cheap and low quality instrument so problems like this are not out of the ordinary at all.
This issue could be relatively easily fixed by loosening the affected string and adjusting its position, you may also consider using a needle file to adjust the groove where the string passes through the Nut or bridge Saddle to prevent this from reoccurring.
As for the perceived sound issues there are many reasons for this, none of which you need to worry about at this stage of your journey. One of these is likely to be the high quality of the instrument and recording equipment used to create the tracks your listening to when compared to the relatively cheap and cheerful beginners guitar you have purchased.
EVERYONE starts out on a cheap guitar, we've all been there!