What that alien grunt was going through as the "aliens" of this planet ripped him open and tried to find the best way to kill him - and the human Marines pulled away by the aliens for probably that same purpose.
It is implied that the wounded alien was also calling for help, as the aliens that were inside the building started swarming out shortly after Nantz starts ripping into it.
When Nantz is reciting the names of the dead Marines, pay attention to his movements. He moves his head from side-to-side, which is an odd gesture; it looks like he's reading something. then one remembers Nantz's statement that those names are "seared into my brain." He's moving his head like he is reading the names on a list, like the very printed names are right there in front of him - something he can see as a clear mental image. That's how deeply those deaths scarred Nantz, if he can still clearly see those names and recite them to Lockett. Its a surprisingly subtle bit of acting on Eckart's part that cements the scene.
The aliens use seawater for sustenance/fuel/something
When the Staff Sergeant inspects the wreckage of the crashed alien aircraft at the gas station - it's easy to wonder why the fluid "fuel" coming out doesn't ignite with all the fire around. It's seawater!
The alien that leaps back up out of the pool - being in the water gave it a chance to calm down, take stock, maybe heal itself and attack again.
Fortunately for Nantz, the alien's weapon was damaged when Lenihan shot it the first time; otherwise Nantz would have been drilled immediately.
After this troper heard complains about a certain marine not jumping from the destroyed building (or doing something else to get out) where he radioed in the strike coordinates this troper remembered that this marine was in the psychiatrist office in the beginning of the movie. He was actually not cleared for combat because of what sound like the lingering effects of PTSD. When you remember that it makes sense that the marine froze up when he did. YMMV on whether it should be considered Fridge Brilliance or just plain old Fridge Logic.
He doesn't jump off the building because that's pretty much suicide; he's about five stories up. The only other option is running down the stairs, which wouldn't save him in time. He turns around, sees the drone staring right down at him, and has maybe a second to respond before it fires.
Many people have grumbled over the "aliens need water" aspect of this film, but if the aliens just needed the water they could have just sucked it up at a remote point on the ocean and left! Obviously the aliens thought Earth was a handy spot to hang around or they would have just left us be.
Also, the aliens could hardly expect to succeed at sucking up the water surreptitiously forever without being noticed (going on the assumption that they want it all - if they only needed some they could have sent diplomats and asked to buy/trade for it). Hell, according to a line in the movie, the ocean levels have visibly dropped in just the few hours since the aliens arrived.
This is more or less confirmed-through-speculation in the movie itself; one expert sates that they're showing classic signs of a militarized colonization: wipe out the indigenous population so you can set up shop yourself.
The walking alien mini-tank in one scene is surrounded by rippling air and sports several points on its frame that are glowing orange, implying it's very hot. Something that generates this much waste heat couldn't be very efficient, right? Exactly! That's why the aliens had to use Earth's seawater-as-fuel at such a voracious rate — their technology was that wasteful.
Could be the result of fusion technology only slightly more advanced than ours. Loads of fuel for a little energy, the only benefit is lowered pollution, assuming it's hydrogen-boron aneutronic fusion, which might fit with the useage of seawater - there's boron in seawater, but not much. They'd electrolyse the water into hydrogen, strain what boron they could out of the leftovers and use that while stockpiling the rest of the hydrogen and establishing protected mining zones where they could dig up more boron. Fits even better with the "voracious rate" thing if you take into account the possible crap quality of their rushed-looking machinery and the fact that half the things they operate seem to run red hot and/or have rockets (fusion torches?) in constant operation.
The Marine flipping out at the window is Simmons, the same Marine who was grabbed and nearly dragged into the bushes by one of the aliens. No wonder he's screaming - he's in the throes of the aftermath of a massive horror-panic attack from nearly being dragged off by an alien horror from another world.
The alien rising out of the pool knew to ambush Lenihan because he was talking with Nantz on his radio, and thus knew where he was by tracking his radio transmissions.
The Marines generally take the news that they're under attack by aliens with a lower level of denial, especially compared to other portrayals of troops in other media... and then one recalls that Starship Troopers is on the required reading list for all Marines, meaning that every Marine has received exposure to the idea of fighting aliens.
Also, most Marines are young adults in their late teens and twenties. They're the generation that grew up on video games and sci-fi/horror movies involving humans fighting aliens. They've probably imagined this exact scenario, though they never expected it to actually happen.
It is not the most common thing in the universe, but there is more liquid water in space than there is on Earth. Why would a space faring civilization start a war over something they could get in much larger quantities peacefully? In a universe where this space faring civilization exists it is possible all that other water has been used already!
Also, while there may be lot of water in space, Earth is probably greatest concentration of water available.
The civilian who assists in the vivisection is a veterinarian. Usually when vets are drafted to perform operations in movies in a pinch it's a case of Open Heart Dentistry, but when dealing with an utterly inhuman organism, she'd have a broader anatomical knowledge-base to draw upon than a human physician. Better yet, if she's an exotics or zoo vet.