Umm, when do you get strikes?
i think after the main story is done
I think you can hang on to exotics and they will level with you - someone posted that a while back. You can also preview what could be in the exotics.
they don't level with you but once you start getting shards you can infuse them like normal so level doesn't really matter. it's probably better since that means you can use them right away if you're leveling up.