You have 3 extra nozzles, or 3 extra contact tips? Big difference. If it's a pinhole, you've got contact tips. If the hole is about 1/2", they're nozzles. Yes, the wire is available in a few different sizes. I have (and use) 0.025" MIG wire, and 0.030" and 0.035" FCAW wire.
Does ot come with a cylinder of shielding gas? You will need that for GMAW (MIG).