My understanding from just watching the show, not reading comics, and not watching the Talking dead (some are likely incorrect):
- Carol was never found but assumed dead by the group. She could still be alive.
- The bloated zombie ate Lori. Rick found the bullet, which was lodged in the ground, then followed the trail of blood to the fat zombie.
- The governor's journal was a list of people turned into zombies, with Penny being his wife.
- Michonne didn't know specifically who Penny was, she just knew it was someone the governor had particular interest in.