When to use what?

Hi! I had posted this message yesterday already once, but it somehow got deleted.

What I wanted to ask is

when to use the word tissue, and when to use handkerchief

what to say when somebody sneezes (once I sneezed on my vacation in the States and I got as a reply something like "bless" or so. Next day I sneezed on purpose twice but got no reply).

if that person said something after i sneezed, should i give a reply to his "bless"

when to say fountain pen, ballpoint pen or just pen (dictionaries gave me all three definition for the mexican word) and finally

which of those words to use in this sentence: I'm feeling cold, please turn on the heating/central heating/radiator

Thank you so much already in advance! Just one last request, if there should be a difference between u.s. and rest of world, could you please mention the u.s. variant.