darkz is certainly the better person to answer this question, but I though that I might also have a go at these, if that's ok.
For your first question, cytokines are the main signalling molecules in the immune system/responses. Examples of immune responses caused by cytokines involve interferons, activation of the inflammatory response, like darkz has said, as well as the release of cytokines (eg. interleukin) by T helper cells to activate and induce cytotoxic T cells and B cells to replicate, in the adaptive immune response, or the release of histamine and prostaglandins by mast cells, when they get damaged. All of these are examples of immune responses caused by specific signalling molecules.
As for your second question, you may also like to refer to the hydrophobic nature of signalling molecules and where the receptors for these molecules are i.e inside or on the surface of the cell.
I know that darkz answered your questions already, but still
Edit: finished and then noticed there was already a reply from OP lol