But, yes, there is a new New Connection dialog planned with a Test Connection feature. It will also have a "Automatically Reconnect on NB Restart" checkbox that I know I will love to have.
Note that what he's showing is a wireframe/mockup and not the actual dialog. Point taken about the current dialog being too wide, we'll see what we can do about that.
And yes, we are looking at making a help plugin with full MySQL docs and also making MySQL documentation available in code completion for MySQL functions (to start, maybe keywords later), both in the PHP editor and the SQL editor. If we get this to work, it will be very cool