1. I have it set for only administrators to be able to add categories but all registered users can add groups. Is there a way I can take the "My Categories" Tab off of the GJ Profile Tab?
Yup, please see CB > Plugin Management > CB GroupJive > Config > Tabs > Categories and set "Display" to "Disabled".
2. Am I missing a configuration to allow a "create a new group" from the actual GJ Tab on the profile or do you have to go into a category?
Nope, it's just not implemented in GJ 2.4. GJ 2.5 has this implemented however. Currently GJ 2.5 is in testing phases.
3. Is there a way a user can just "create a group" from a menu item where they can select the category instead of navigating to the category before creating a group?
With GJ 2.4, nope. GJ 2.5 has a new generalized "new" link where if a new group is attempted to be created without the catid in the URL it will allow selecting of category from drop-down.