For power level, the game will be starting at PL 10, and will allow players to re-assign their points with justification any time there's an extended downtime. (Which is a polite way of saying that your advancement will be limited to the core book level of 1 power point per adventure, 2 power points for especially hard adventures.)
As for Tesla, Tesla DID fight for the west before 1943, but his utopian futurism ultimately made him side with the Soviet Union after Edison disillusioned him with Capitalism.
So if your atomic robo was built 1943 or earlier, Tesla would be an appropriate inventor, though you'll automatically receive the complication "suspected communist"
Speedsters don't have anything especially complicated about them in this setting, though you're free to take the complication "frequently mistaken for Kid Quantum" as speedsters often move too fast to be recognized, and Kid Quantum is a big leaguer known for getting into just about everything.
As far as demons go, they fall into two basic types in the setting, plus the "more things in heaven and earth" type demons which defy any sort of explanation. The two types are underworld demons and alien demons. Underworld demons come from the realm of the dead, and their signature trait is that they often lack a physical body, often using possession or an avatar to get their duties done. Corporeal underworld demons are not unheard of, however, usually resulting from the union of a human mother and a demon father. Most of the powers of underworld demons have the death descriptor.
Alien demons, meanwhile, live in hyperspace, and are masters of a combination of magic and sufficiently advanced technology. They are most known for being frequently involved in attempts to conquer the world, whereas underworld demons are typically just looking for souls to torment. Alien demons typically have an even mix of the alien and magic descriptor in their powers.
Japanese legends in general are extremely common in the setting, thanks to Hiroshima and Nagasaki, which have left Japan under seige by super powered giant monsters. The trauma of the atomic explosions woke up nearly every magical creature in all Japan, and the loss of WW2 seriously riled up the ninja clans, who started to be hunted down by the occupying US forces. All of this means that Japanese characters will tend to have a lot of complications, thanks to regret, things coming to hunt them down, and residual racism and mistrust from the war getting in their way. (though is should be noted that Japan was the nation that built the most advanced technological robot hero in the world: Astro Boy)
Finally, psychic powers are fairly ubiquitous in the setting, though very few people have psychic powers of any note. The Cerebrophone (a telepathic helmet) is considered a perfectly normal means of communication. Police departments employ psychic detectives, and special forces soldiers are often screened for psychic resistance. In the atomic age, the number of psychics with useful powers is increasing, and it may only be a matter of time before psychic power increases to a level that can compete with the greatest atomic heroes.