“Oh, my lord.” Gideon did not know this was an angel at this time. Gideon uses “adoni” here, meaning “my lord,” a title for other humans. As the record moves on, Gideon's knowledge of the situation changes. For example, in Judges 6:15, Gideon refers to this “person” as Adonai, generally used of an angel or God.
“why then has all this happened to us.” A quite common idiom. Literally, “why then has all this found us?” (cp. Josh. 2:23).