Tips for Tallinn, please?

Hello! I am hoping for your help for when I visit your fair city of Tallinn. A few questions that I haven't figured out from the guidebooks:

• What should I wear generally? I know the weather's a bit chilly, but I don't want to stand out as a tourist. Jeans cut? Frocks? Colors to avoid?

• I'm going to the opera. How do people dress for the opera there? Generally I wear a party dress, cardigan, and heels here but perhaps a more or less formal approach would be advisable?

• What are your favorite non-touristy places (food, drinks, dance, fun) where I (unfortunately, being able to speak about 1.5 words of Estonian) might be welcome?

• Finally, is it rude to be vegetarian? In some countries I've visited, it is so I eat meat so as not to offend. But I'd prefer not to if possible.

Thank you so much in advance for your help! (edit: formatting)