PK Flash is when you are guarding against people with predictable recoveries, such as Ganondorf. It can also just scare people away.
Dair is sweetspotted if you connect on the first frame (it hits them downwards really hard). If you miss, but hit while his foot is already extended, it's "sourspotted" (not as good as sweetspotted), and hits them sideways. Both are good with Ness's dair, unlike many moves that require sweetspotting (Zelda's fair/bair, Falcon's knee).
Nair: If you want to be able to nair while moving in one direction or another, you have to use a custom controller layout. Set the c-stick to "Attack" instead of "Smash". Then, if you want to nair, you can hit the c-stick diagonally. You lose the ability to smash attack with the c-stick, though you said you never did. Try that.
When you connect with a move, especially multihit moves, the character freezes a bit before knockback, a time called "hitlag." During that time, you can hit the control stick and you will move a little bit in that direction. That is SDI. With Pikachu's downsmash, there is a lot of freeze time, and you can SDI up and out by repeatedly tapping upwards.
DI is holding a direction on the control stick when you get out of hitlag. It does not affect the speed at which you are launched, but you can adjust the direction by holding the control stick perpendicularly to the knockback direction. You want to send yourself towards the farthest away blastzone: usually the corners. So, if you get hit by a move that sends you straight up in the middle of Final Destination, you can hold right or left to send yourself towards a corner. There is a little extra distance you can go diagonally before dying, so DI-ing can save you a stock sometimes.
Ness's bair is infamous because it ususally sends you towards a corner, so DIing at all usually kills you quicker unless you're very close to one of the blastzones.
