Hello and welcome to mGalaxy!!
every time I do it pulls in the entire db of rom names not just the roms I have in my folder
It might be in mGalaxy preferences (default key: shift) > 'Only show available roms' (check it, default key to select/unselect: 1 (on the main keyboard, not the numeric keypad), default key to exit: 2 (on the main keyboard))
When I select a game as a "favorite" in mGalaxy it doesn't seem to save it in my Top 10 Fav's
If you check a game as favorite (default key: Ctrl (Control)) a 'Smiling Face' icon is displayed in the screenshot zone. You can then choose to 'Only display favorites' in the mGalaxy Preferences window (like you did before for 'Only show available roms')
Then you have the 'Top 10' window (default key: 'Alt') where you can enter 10 games that you want to have on hand immediately.
How can you exit Mame and get back to mGalaxy?
The 'Esc' (escape) key!
I would suggest you to have a deeper look to the mGalaxy shortcuts and default keys in mGalaxy_Runway > Keyboard Tab (...the same for Mame)
I hope it will help, if you need more information, don't hesitate to ask!