For me, it took probably 5 or 6 times before I really got the hang of rollers. One tip that helped me was to look forward, don't look at the front wheel, pick a spot straight ahead on the wall and watch that, just like you would watch the road in front of you outside.
I wouldn't attempt to change gears until you are comfortable and can ride for long periods of time without falling off, try starting out in the gear you want to use.Once you get used to them, the balance is really easy and it should be no problem taking one or even two hands off the bars. I regularly ride without any hands for 10+ minutes at a time, in fact, I find it easier to ride no handed on rollers than outdoors.