Hi @DTCC.
#1. I remember they asked me my address at the interview, so I assume you could ask them to change it (I did not need to). Also, they also ask it at the border, so surely it can be changed there as well. For the green card itself, it would not be an issue if you entered the US without having changed it. When you get your passport back with the documents in a sealed envelope that you have to hand in at the border, there is also a document that explains that you have to create an online account with the USCIS and pay the immigration fees. I think you can change your address directly in that account or you just have to call USCIS and they will change it for you. (There is more info regarding this account and how to contact the USCIS here: https://www.uscis.gov/contactcenter). The card takes a while to get printed, so you would have enough time to contact the USCIS and get your mailing address changed.
Where it gets trickier is with the Social Security Number card. If you asked on your DS260 to have a card (or a new card) issued, when you get to the border and they stamp your visa, it will automatically trigger its issuance and they do it really fast. The printing date on my card was the day after I entered the US and I received it about a week and a half later. There's therefore no time to change your address after having crossed the border and I am not sure how you would go about doing it. I am not sure at that point after you are in the US if changing your address with USCIS would change it at the Social Security office as well. I have heard of many people on VJ who had asked to get a SSN issued on their DS260 and did not get it. They just had to go and apply in person at a Social Security office. It seems to be a hit or miss, so nothing to worry about if you don't receive it. The border official I had did not even know that he was triggering the issuance of my SSN card.
#2 I have never heard of anyone who got denied at the border. They ask you a few basic questions (like what job are you going to do in the US, your company and where are you going to live), but they clearly do no review your case in depth. They try to make it look like they could potentially deny you entry to the US, but I think it is more a show than anything else. Anyway, they need to ask you to confirm some information on your case to make sure that the documents that are in the sealed envelope that the consulate sent you and that you then handed to them (do NOT open that envelope!), are really for your case and not someone else's.
Since you mentioned Port Champlin, I am assuming you will be driving to the US like I did (I crossed at Thousand Islands). When you get to the passport control, you just have to hand in your passport to the border officer and tell him/her that you are entering the US for the first time as a permanent resident. He will ask you to park your car and go inside the office. You will then hand in your sealed envelope and they will go through all the documents and re-enter some information in their computer system. They also took my fingerprints again (and I think my photo, but I am not 100% sure anymore). When this is all done, they stamp the visa that the consulate had put in your passport and you are free to go.
You just have to make sure that they keep the documents from the consulate that you gave them. I have heard on VJ a few instances where the officer was confused and handed the documents back to the person and it delayed the printing of the green card because they said the packet was lost. My understanding is that the border needs to send that paperwork to the USCIS for the green card to be released for printing. The person had to get an appointment to a local USCIS in the US to hand in the packet and it seemed to have been quite complicated. I think some officers get confused because some immigrant visa categories do not have a packet anymore but the employment-based ones still do.
My understanding is that the three main things that need to be done right for the green card to be printed are that the physical packet has to be sent by the border officials to the USCIS, you need to have paid the immigrant fee and the USCIS needs to have your fingerprints on file. If one of those three things are missing, your card will be delayed. In my case, it took 8 months to get it even though it appears that everything was done correctly. Seems I just fell through the cracks. If all goes well, they aim to send you the card within 90 days, but many people seem to receive it sooner than that recently. In case there is a glitch with your card issuance, there is the thread on VJ below that I found quite useful to navigate the delay. Hopefully you don't need it!
I wish you the best of luck for your interview. You will soon cross the finish line!!