Sometimes I wanted to modifier the rolls for difficulty, can I?

An optional rule from AW is to add/subtract +1/-1 for difficulty modifier. Vincent says that people demanded it, then promptly abandoned it.

What kind of things are you wanting to modify?

Sometimes I wanted to see if things were noticed, but couldn't see how I could do this, ie have the player make a roll without them saying the fiction?

If it's obvious, let them see it.

How much prep are you doing? If it's really important to the story that a character notice something, you might be taking the wrong approach.

Often after one “round of combat” I wasn't sure  how to move on to the next.

There aren't any rounds of combat. Just play the monsters and keep asking "what do you do?"

I ran into this during the first session I ran. Luckily, there is something wrong with the folks in our group, and one of the players acted on the information even though he knew it was false. I still gave him a +1 bonus.

I'm thinking of providing some sort of incentive, such as bonus dice, for players who do this.