Hey,
Nice to see that you're interested in coiling! I'll try to address some of your concerns:
1) legality: I know of some people in Germany that have either built or bought a tesla coil, so I'm fairly sure it's legal. It could be that it takes a while to get through German customs, since most people don't know what a tesla coil is, and they might mistake it for something else. Having said that, I'm sure there are people in Germany that already happily own their oneTesla. It's highly likely that'll you'll have to pay custom/import fees, so take that into consideration.
2) I'm not sure what you mean by "living on an island", since Germany is pretty big, and definitely connected to the rest of Europe
Guessing that you're talking about living in an apartement, the following can be said: tesla coils are pretty damn loud! Depending on how forgiving your neighbors are, you might get away with it. I'd recommend you inform them about the coil, and tell them to not worry when they hear strange noises, because they're definitely going to hear it! I've done a (really really bad) measurement with my iPhone, about 1.5m away, which told me it produced over a 100dB in an enclosed bedroom. Some things can be done about that, the most obvious one being: turn down the power. Volume is directly related to the Spark length, which means that it'll be louder if you want it to go bigger. You'll have to decide for yourself (and your neighbors) where the balance lies between performance and loudness. Seeing that you should also ventilate the area in which you're using the coil (due to hazardous gasses being formed, like ozone), you'll have to open some windows through which sound can also "escape".
Concluding statement: yes, musical tesla coils are loud, but I've you've got some nice neighbors, you should be able to work something out. Try not to run it at night due to a lot of people (children) sleeping, as well as early in the morning. And perhaps not run it every day for hours on end, the sound can become annoying after a while, unless you're really into it ;p
You could also start out with a tinyTesla, to see how that goes, and later get a oneTeslaTS
3) I've run my coils on several locations, all with computers/electrical equipment in the direct vincinity. I have yet to encounter any problems doing so. I also haven't noticed any problems with wireless network so far. As far as lighting goes: yes, you can wirelessly light a bulb, but no, it won't go that far. In the direct vincinity, let's say <3m, you can definitely light something up. Anything further than that will be tough, unless you have some sort of antenna attached. The same thing applies as with the sound: inform your neighbors beforehand, to prevent any scary surprises.
Final conclusion: get yourself a Tesla Coil! Those things are really awesome, and a great way to get to tinker around with electronics. Also great for parties, presentations, getting attention, and becoming known as "that guy with the lightning machine!" Definitely recommended, you won't regret it!
Also, zum Schluss: viel Spaß!