Why does the Torah mention specifically now the distinction between Goshen (where Yisrael lived) and the rest of Egypt?
Rashbam, Riva and Hadar Zekenim (on Pasuk 17): Because, as opposed to the previous plagues (which were relatively stationary), the wild beasts roamed around, 1 and there was no logical reason for them to avoid entering Goshen. 2
Moshav Zekenim: Arov and Dever came by themselves, not through the staff. Par'oh suspected that it is chance, and not because he is detaining Yisrael. Therefore Moshe pointed out that they will not affect Yisrael, to show that it is due to his sins. 3
Oznayim la'Torah (on Pasuk 17): Following Kinim, which affected Yisrael as well, 4 Hashem informed Par'oh that this would not be the case regarding Arov, where He would make a clear distinction between Yisrael and the Egyptians. 5
If anything, one would have expected the plague to be more rampant there, since that was where the sheep were.
Rashbam: And it is based on the same logic that the Torah uses the same expression regarding the plague of Dever (pestilence).
By the same token, when Arov left through Moshe's Tefilah, Par'oh knew that it was from Hashem. Dever did not leave, therefore Par'oh sent to see if Yisrael's animals had also died.
See Oznayim la'Torah.
Bearing in mind that when Yisrael came down to Egypt, Yisrael said "Yeishvu ... Avadecha be'Eretz Goshen, and Par'oh reiterated "Yeishvu be'Eretz Goshen" (Vayigash, Bereishis, 47),why did Hashem say here "Asher Ami Omeid alehah"?
Oznayim la'Torah: When they came down to Egypt they came to remain for an extended period of time, now the year of their departure was imminent
What is the significance of the phrase "Ki Ani Hashem be'Kerev ha'Aretz"?
Rashi and Ramban: Even though Hashem's Shechinah dwells in Heaven, His Providence (Hashgachah) is effective on earth. 1
Ramban: To counter those who say that "The thick clouds block Him so He cannot see" - Iyov, 22:14. The Ramban adds that, before removing the plague of Barad, Hashem said to Par'oh (9:29) " ... in order you should know that the land belongs to Hashem" (since He created it out of nothing - Chidush); whereas before bringing it on, He said to him (9:14) " ... in order you should know that there is nobody like Me in the entire land" (He rules over the world and no-one can stop Him from doing what He wants - Yecholes. All of these are principles that the Egyptians denied or doubted. In fact, they form the basis of Emunah of the entire Torah.
What is the significance of Hashem's statement "Lema'an Tieda ki Ani Hashem ... ?
Hadar Zekenim: Par'oh said 'I do not know Hashem', so Hashem told him that with this Makeh you will begin to know Me.
Ramban: Refer to 8:18:2:1*.