Mikhail has had a rough (if fascinating) life so far. Is there anything about normal(er) life in particular that catches him really off guard or he has trouble adjusting to?
Yes, although I'll be honest, I'm often kind of terrible about playing them. Mikhail had a really weird life in that he was exposed to very, very few people, but a lot of media, which means he's 'seen' a lot of the outside world but experienced very little of it. He also was a prisoner, but a prisoner of value, which means that he was restricted in some ways an indulged in others.
So the things he struggles with: Crowds in which he's meant to be a person instead of a shadow (X-Factor gatherings are often overwhelming for him), people who don't react according to his expectations (born from both movies and his increasing experience with his persuasive power), his own emotions.
He's turning into quite the little mood-swinger, and part of that is, I think, about the fact that he's never had to deal with many of these emotions before - or if he did, they were smaller and simpler. He simply didn't have that many people in his life to get angry at, or frustrated with, or happy with, or to be attracted to, or do be disappointed in.
Sometimes the choices overwhelm him, too - places to go, things to do, food to eat - but mostly he just loves that aspect.