Which one does sound natural? "think happy thoughts" vs "think happy things"?

I've seen a boy calling other boys a "dude" while not familiar with calling girls that way. Is it common to call a girl a "dude?"

Yeah, it's an informal term to address anyone, really. While the literal meaning means "man," it's become common to refer to girls with "dude" as well, especially amongst friends. Ex: 'Sup dude! Are you ready to go to the skatepark? Ex: Dude. I love your makeup!

What's "Get out front" mean? Can I also say "Get out rear"?

"Get out front" is a more casual way to say 'go out to the front'. In this case, "front" implies the stage or the front of the building. Unfortunately you can't say "get out back" but you can say "go back in" or "go to the back". "Out front" refers to the front section of a building, plot, or piece of land. Ex: "Why are you hiding in here? The customers are waiting for you! Get out front!" Ex: She drove fast and arrived half an hour later to the safe house and parked out front.

I've heard a lot of people use the phrase "at least" during daily conversation; however, would there be some alternative expressions that can replace it?

"At least" means whatever else is done or is the case. Synonyms or phrases that could replace "at least" are "in any case" or "at the minimum." You could also say "at the very least." "At least," however, seems to be more commonly used. Ex: The concert was canceled due to the storm, but we got a refund at the minimum. Ex: The power went out last night, but in any case, we had flashlights!

Why is there "to" after "hold on"? Is "hold on to" an one expression?

"To" is a necessary preposition here that indicates what noun (that comes after "to") is being affected by the action that comes before "to". Here, "hold on" is the action, and "to" indicates that "the hand bars" are the noun receiving this action.

What does "fast forward" mean?

In this context, "fast forward" is a phrase used to imply that unimportant information in a story is being skipped over, and the story is continuing where the speaker wants it to continue. The phrase originates from pressing the "fast forward" button on a tape or VCR player to skip through a song or movie.