From what I've seen the only time you encounter bad guys in free roam is if you start an instance that requires you to take some out. Otherwise it just seems to be civilians everywhere.

No, when down in Manhattan the blue ghost coins take you to the next mission. Just don't follow it and run around doing side missions and get characters. The first couple make automatically direct you but after that it becomes free roam. If you're on the helicarrier and don't want to go to the bridge to do a mission just jump off the edge and explore. :)