If you want to learn to take more creative photos, I suggest that you go to your local library or bookstore, or even just searching on the web, to look at a wide range of photo collections. They can give you ideas for things to try yourself, help you identify what it is about some photos that appeals to you (so you can look for it in your own work), and generally inspire you. It helps to make this a long-term habit as your "photographic eye" gradually develops.
Make sure to check out some of the "big names" in photography, but there's no need to stick with just the big names; look at whatever appeals to you too.
Regarding cloudy weather: As the old saying goes, "If life gives you lemons, make lemonade." If it's cloudy, look for ways to make the cloudy conditions enhance your photos rather than detracting from them. A little fog or mist can produce some beautiful photos. If you just have high overcast clouds, well, that can help you if you're photographing in dark forests because it reduces the dynamic range of the scene. If nothing else, get the sky out of the picture and focus on things nearer the ground.
Regarding shallow/deep DOF: In general, if you want to direct the viewers' attention to some particular object in the foreground, it helps to have that object in focus and the background out of focus. Otherwise, deep DOF generally works best. However, there are always exceptions; try some different things, and sometimes you'll get something unusual that works well. (Again, it helps to have looked at other photographers' work to see what sort of effects are possible.)
Regarding film: We need more details from you to help make suggestions. Are you comfortable at determining the optimum exposure yet, or are you inexperienced at that and let the camera always determine the exposure? Do you want to be able to project the images on a screen, or make prints from them? Will you be scanning the film yourself, or sending it out to a lab to be scanned, or not having it scanned at all? Will you spend time improving the photos with a program like Photoshop, or want good results straight out of the camera?
Regading the polarizer rotation problem: I hear you. My first lens had the same problem. I did manage to use a polarizer on it, but it was annoying. A good reason to save up for a better lens. :-)
Have you considered getting a good reference book on taking photos? A good one would answer these and a lot more questions of this sort. In English, the book "Photography" by London & Upton (there are several editions, as it is regularly updated for digital etc.) is a good introductory textbook with a lot of good information.
Lisa