You certainly cannot wire in 'series' since that'd be dividing the voltage between the additional lights. I presume you mean wiring them in 'parallel' but as part of the same string, on the same switch. I'm not sure what you mean about the junction boxes, if the can is a permitted place to make a splice perhaps, but from how you're describing it, I'd think not. Connections must be made in a designated place, ie a junction box, and they must remain accessible. I suppose 'accessible' would include the jboxes sometimes found on the underside of recessed lights, they remain accessible due to the fact the fixture can be removed, exposing them.

It sounds like the electrician did everything correct. The "out" wire is going to the second box. If you could see through the ceiling, you would see the "out" wire from the first box run straight over to the second box as the "in". What you need to do is to attach the light properly. In the box with just 1 set of wires, all you need to do is connect the light fixture - black to black, white to white, ground to ground. Each nut will have 2 wires under it. In the box with 2 sets of wires, you need to connect 2 existing blacks to the black from the fixture all together, connect all the whites together, and connect all the grounds together. In the box with 2 sets of wires, each wire nut will have 3 wires in it. If you are going to be doing this work yourself, I would highly recommend you hit the library or bookstore and pick up a basic wiring book. That will give you examples of the common wiring techniques you will likely find in your home. Also, it would be a good idea if you could find someone who has a little electrical experience help you with the first couple of connections. It isn't rocket science, but an hour working with someone who knows what they are doing is worth 10 hours spent on a website.

I'm assuming both switches are on the same circuit and in the same box? Then at the ceiling box, combine the 2 white wires together with the white from the ceiling fan/light and connect one black to the fan and one black to the light. Connect all ground wires.

"you could change the breaker to GFCI." Excellent idea! "I think you'd need to add the "no equipment ground" stickers to those receptacles." Correct, but I almost never see it done.. It's a shame that the GFI makers don't bundle "No Equipment Ground" stickers with them. I make them with a Brother label maker. They stand up pretty well. "most (all?) surge protectors require an actual ground, so any electronics may not be protected if they are plugged into those receptacles." They have MOVs across the line, and from each side of the line to ground. (The rest of the circuitry in there is to monitor the condition of the MOVs.) You get some protection from the one across the line, but not nearly as much as if you had a proper ground. IIRC, many code editions ago, it used to be acceptable to ground outlets to a nearby metallic water pipe. That's no longer allowed in permanent wiring, but maybe you could plug your surge suppressors into 3:2 pin adapters and then connected the adapter's ground terminal to a water pipe ground with #14 or #12 stranded wire.