"Loading" means you only have a single shot whenever you take an attack action regardless of your actual number of attacks. In PnP you can overcome this with a feat (Crossbow Expert), I'd assume it will be added to the available feats later on.
"Heavy" will affect your attack chance, i.e. you get a disadvantage on attacks made if you're small and wield a weapon with the "heavy" property. Dwarves won't be affected, as they're medium sized but halflings and gnomes are considered small.
