OSS recruiting for operatives focused on Americans with European backgrounds- immigrants who spoke the language and were conversant enough with the culture to fit in.
Many, many families got out in the late thirties when things were going bad in Germany. There was also a rush of people as the various European states fell- Poland, the Scandinavian states and France.
There were also a number of Russians that bailed on Bolshevism and that started after the Russian Revolution (1917) and continued as a trickle on to the end of the Cold War.
There was a legendary OSS agent that was born Russian, spoke English, Russian, German and French fluently. He was sort of a spymaster on the ground for the OSS and was inside occupied Europe for most of the war.
OSS agents knew very little so if they were captured, they couldn't betray much. Their operations and missions were very specific in nature and relied heavily on the underground for support. They traveled on stolen or forged documents (expertly done). Ordinarily they carried nothing that would betray them like weapons, papers or exotic equipment. Things that they needed for missions were either air-dropped or provided by resistance contacts.
OSS agents and their resistance counterparts were often given coded orders, requests or instructions by BBC broadcasts. For instance: John has a long mustache was the code phrase that the Normandy Invasions were on within 24 hours. Certain songs had significance. If the BBC played Tchaikovsky and then followed it up by Mahler, that might mean that the Allies needed information on which U-boats that were in port. All sorts of coded information was passed in this manner.
Getting into occupied Europe was accomplished by numerous methods. It all depends on where they needed to go. The movies do air drops a disservice: they were exceptionally dangerous in daylight or dark. Even an expert might wait too long to pull the rip cord in the dark. They were used but not nearly as often as you might think. Many operatives were inserted by boat or submarine. Norway's coast made it exceptionally easy to get in. This was also the case in the Med where Italian and Greek fishermen were often helpful for bribes of gold or weapons. France was by far the easiest are to get on the continent because the Marquis (French resistance) was so pervasive and capable.
Nazi Death/Concentration Camps were mostly located in Poland- deep inside of occupied Europe. Their real operations were kept a deep secret. There were inklings of what were going on but it wasn't until the the camps were actually liberated that the Allies knew the extent of the Holocaust. There were other types of camps- primarily labor camps where LGBT people were used for hard labor like construction, building defensive positions in France and repairing bomb damage to factories. Look up Organization Todt. (http://en.wikipedia.org/wiki/Organization_Todt). Todt units were everywhere and were often given a great deal of freedom and treated far better compared to others because of their usefulness.
A 17 year old in Hitler's Germany would have a very difficult time. If one was seen out just walking around with no good explanation for why they were there, it might be assumed that they were a deserter. Deserters were often shot on the spot. Even people with severe physical limitations were used somewhere in the Reich. No one was allowed to travel freely. It was very much a paranoid police state.
For obvious reasons, OSS agents used indigenous weapons because by using a weapon like a .45, he might as well leave a note that says an American was here. Typical handguns in the Reich would be pistols by Walthers and the ubiquitous German Luger. Typically OSS agents were HIGHLY trained in the use of silent weapons like knives or garrote.