1) I understand now when my IRF540N starts opening VGS(TH) = from 2V to 4V. (Gate to Source Threshold Voltage) correct ?
it's not defined, the only clue is the Rdson
the threshold voltage and Rdson is only for nfet working in saturation mode. i'm not an expert of nfet in linear mode, but i'm suspecting you are running the nfet in linear mode based on your circuit setup similar to bjt high side emitter follower. so Vg (linear) doesnt have to take full Vgth to be working in lieanr mode and Rds (linear) will be much much greater than Rdson.
if you look at the diagram below. Vgth is only to overcome the "capacitance charge resistance" (or somesort of term) of the gate (horizontal line), once you get passed that threshold, nfet will be in full saturation mode, or very close to it... since you havent passed that threshold, i suspect you are working in fet linear mode. you'll be blessed if mosfet datasheet provides greater details about linear mode working condition, just as how bjt's datasheets have. but as usual, IRF540's nmosfet datasheet doesnt.
edit: its ok with your emitter follower circuit, except you are using n-mosfet for it instead of a npn power bjt. your circuit is intended to be working in linear mode anyway, so yeah, as far as the nmosfet linear mode and the datasheet is concerned? the specification of your circuit is basically.... "undefined".
and as Hero999 suggested, 5532 may go into unpredictable output when given not the right input (beyond common mode range of the working condition) such as phase reversal. i'm not sure 5532 if it has phase reversal problem i forgot, but opamp with phase reversal is something that i want to get rid of in anything, or else great care must be taken on its inputs.
http://www.analog.com/media/en/training-seminars/tutorials/MT-036.pdf