If I get up in the middle of the night, does that count as the first urine of the day?

No. The first urine is counted only after waking with no intentions for going back to bed. 

There appears to be condensation or a small white cotton ball in the urine tube. Is that okay?

Yes, that is the stabilizer that is in the urine tube. You may see it or it my appear as...

Can I have caffeine before I collect my samples?

You should not have caffeine before you collect the urine sample. You may have caffeine before you collect your saliva...