Firstly, welcome to the forum!
Filtering has been discussed in some length
here, so have a look there too. I have a couple of years experience riding bigger bikes (i took direct access so I never had to ride smaller ones) and the one over-riding fact you must keep in mind is that car drivers are generally complete idiots who are not looking at what's going on around them, and more often than not resent the fact that you're passing them. CBT has to be a little PC to avoid causing too much bad blood between bikers and drivers. DAS on the other hand isn't...
The first piece of advice I will offer is in my opinion you'd be wise to ditch the scooter and buy a 'proper' bike. I know that's a bit late since you've already spent out for the scooter now, but the reason I say this is that scooters have absolutely no road presence at all, and the majority of drivers will assume that you're just some spotty little kid who isn't old enough to drive yet, and as a result will treat you with utter contempt. Whilst a 125cc bike isn't the biggest of machines, its still more visible and has better presence that a scooter.
Until you get a bit more confident it might be worth considering staying in the queue - I do understand that that was the whole reason for getting a bike in the first place, but filtering is probably the single most dangerous thing you can do on two wheels. Not only are you at risk from cars changing lanes without signalling / looking, which is more common that you might imagine, but you are at the mercy of someone deciding to open a door into your path as well. The most important thing is to watch EVERY vehicle like a hawk. Try to look into the car and see where the driver is looking (its not always possible) because that might give you advanced warning that they're about to do something stupid. Also, learn to watch the 'body language' of the vehicles for signs of the same.
As for re-joining the lane before entering the roundabout, in my experience the only way is to push in. Again, that's where having a 'proper' bike can be helpful as you're more likely to be seen, and the driver is less likely to get agressive and try to block you (they will do anyway, it just helps - pointy metal bits tend to do more damage than soft plastic

). Its virtually impossible to take advantage of the ability to filter without putting a couple of noses out of joint, and if you intend to be in the saddle for any length of time you'll need to leard when to be agressive. The chances are that Mrs. Jones in her Nissan hasn't even seen you (why do I need to check my mirrors when I'm in a queue, right?) so you need to assert yourself. You need to know exactly how much room you need and how quickly you can get into a space.
The biggest thing I can suggest, if you intent to be in the saddle for a decent length of time, is to get on and take your test ASAP. You'll be amazed how much difference 200cc can make - and don't worry about the weight coz you really don't notice it with something small.
I hope that helped...I'm sure some of the other bikers round here'll contibute too.