Oxband,
Welcome to the GTD practice. Glad you are enjoying it. It will continue to get better. Sounds like you are off to a good start. Kudos to you!
Here are some thoughts on the Weekly Review:
First, think of finding a place that is your "special" place for doing a Weekly Review. It is really fun to go to a place that is attractive and joyful to you. Doing so creates space for thinking, reviewing and reflecting with minimal distractions. Some people even create specialized Weekly Review music play lists to listen to.
Second, I recommend when you are starting out to follow the standard Weekly Review checklist for the 5 to 10 reviews. If you find yourself getting stuck on "get ins to empty" (which is common) I suggest skipping that step and adding more defining work time to your calendar. There is a magic that happens when you follow the process as David has defined it.
I think these two steps will help get you off to a great start. If you feel like doing a separate project list review, go for it. However, my recommendation is to go through the process as defined. You may discover this takes care of your questions around projects and lists.
The beautiful thing about GTD is that you can play with it and test different things.
Hope this helps,
Mike