No worries at all!
You can unlock more hats by reaching the bottom with the different turtles. Each one earns a special hat as a little trophy for completing a run with them :)
As for saves, yes you can still load an exported save even after deleting your current one. If you're just trying to overwrite your existing save with a previously exported one, you can import it directly and it will replace your current data. Just be sure to double check before overwriting or deleting anything. Since everything is stored locally, once deleted/overwritten, they are gone for good.