I'm not gonna go back and forwards on this like we usually do when we disagree. I'll just say I didn't think there was anything super about them but I had read the book before hand (which is probably why).It was a stud wall, you can tell by how it split when his hand went through. Unless you're referring to the chimney breast, which was brick. May not be doable to you or I but to someone strong, who's on an adrenaline rush, very doable.
The window was plate glass, it's even mentioned in the film. If it had been double glazing (or laminated like car windows) then it would have been more impressive seeing as the vacuum in double glazing gives it a huge amount of strength. Try using a hammer on a double glazed window to see how strong it is (protip the corners are weak points ). I know in the film they said it's plate glass as if that makes it really strong but really it isn't.
Catching a bullet I'll agree as not doable. I'm sure it's possible to hone your reactions until you can get your hand in the way but the bullet would still rip through your palm.
I think reading the book beforehand gave you the knowledge already of them not having super powers because in all honesty the movie did not do a good job telling you, the viewer, that they did not have such. They hinted it at it several times and I was able to infer it from several conversations but it was never concrete enough for me to be satisfied . It's something that can be inferred but I would've been more comfortable if they straight out said it (like reporters saying, ordinary people acting as masked heroes, only one of which has supernatural powers - then I would've been satifised)