loft of flat shape to cylindrical shape errors

Hi

I am trying to create lofts, but keep getting variuos errors.
I tried different sketches and combinations (not really knowing what I am doing ;( ), but none worked.

Also how would I change thickness shown in attached image?

I am just playing around to learn, and don't know if the approach I took is the best in this case, meaning the steps, do you think there are other approaches to save steps?

Thank you

SolidworksParts And Features