HDMI cable is not necessary but preferring for blu ray players. They range in price but are widely available at Walmart or target. The basic cables (red and white) are much cheaper.
I do not have the owners manual, however this info should be available for download online. Just Google the model number or go directly to insignia website. I would say the player is a standard size. Not exactly sure of measurement.
I have to find the remote... I had it but I believe the battery case is missing. So for now I did not include the remote. if I find it I will add it or ship it if I find it later.