It's seen in the movie that Megamind remembers his early years. This suggests that he was born with the ability to learn things very quickly and with accuracy. It's unknown in canon if he has any other mental abilities though it is speculated that the bonds with his parents had to be broken early which kept him from forming strong friendships.
It wasn't until he met Roxanne through a fated chance that he assumed she was with Metroman that he began to bond with her at a subconscious level that he wasn't aware of until he discovered while in disguise that she wasn't attracted to the hero. This opened a new door to the once villain turning hero that soon would path a new path for the two.
It's unknown in the movie how pair bondings form with the alien but I have some notes on that. Being raised among humans, he learned that human women are slow when it comes to relationships. He also learned that the slower the relationship is paced, the more meaningful the bond becomes. He learned that everything that makes a relationship work is founded on trust as the base. He never learned to trust anyone other than Minion because of his estranged upbringing in the prison.
His race seems to have large heads for a very good reason. Memories are formed at birth and intelligence is formed at a phenomenal rate. He was building things before he was able to talk. The language of his people is predominately mental among those that are bonded. Meaning, family. Family bonds are tied emotionally. Meaning that when one feels pain, they all feel pain at an incredible distance. Any child born would be able to sense the parents and know their thoughts. In the case with Megamind, his parents broke the bond before they placed him in the pod because they didn't want him to feel the pain they were feeling from the uncertainty that they faced when the black hole threatened their solar system.
Now that he is with Roxanne but they hadn't formed the bond that his people normally would have, they are going at a standard human pace. However should the time come where sex is concerned, this would open the door for Megamind's latent ability to take hold and form as a more empathic ability to sense and know where Roxanne is at all times. He wouldn't know her thoughts considering that they are of different races. Roxanne being obviously human while Megamind is obviously alien from the Glaopunk Quadrant there are some genetic disagreements that could occur should they ever have a child. One of them being complete genetic incompatibility, the other being a mutation and a rare chance of conception.
It is unknown whether there are any other survivors that managed to escape the planet and if there are any, they never made it Earth but instead scattered to other habitable planets. Megamind was the only one that made it to Earth and as far as he is concerned he is the last of his race.
The only thing that Megamind ever wanted was to be accepted as part of the human race despite that he was obviously different. He wanted nothing more than to live a normal life and be allowed to live the way anyone else would. It was his upbringing in the prison that made things very difficult for him in his early years and later.
Being able now to be among society, his taste in leather and spikes have become second nature to him now and he finds it fitting. His appearance is garish and in some ways distasteful but that never stopped him from doing the right thing after he learned that he can do good. It adds to the intimidation much like how Batman uses fear to bring order to the lawless. (Although he is hardly compared to the Caped Crusader, he does hold the same ideals. He would never kill now that he knows that he can especially after he was made to believe that he destroyed Metroman.)