Did you get red or black sex links? For black sex links you're looking for a solid blackhead on the chick instead of on the chick, indicating female, instead of having a light colored, typically yellowish, spot on the top of the head which would indicate male. For red sex links you're looking for females to be red downed whereas males will be white/yellow downed. Midnight Majesty Marans are also a black sex-link, so you are looking for solid black heads rather than having any sort of spot or dot on the top of the head.
For your other breeds it's going to be a matter of time will tell. There are clues that can be seen as early as the first couple of weeks that can give you early indications, but they are not set in stone. Generally speaking by 4 to 6 weeks experienced keepers can reliably begin to differentiate gender.... it can be harder for newbies and take several more weeks for the characteristics to become so obvious that anyone can see them. I would suggest around the 5 to 6 week mark you start posting some photos of your chicks and we will start to help you sort through their sex.
As for avoiding fertilized eggs the only way to guarantee that is to not keep any rooster that you may end up with with your hens.....that said, there is no difference between a fertilized or unfertilized egg until it is incubated....they are perfectly safe to eat and, if you have ever had farm fresh eggs chances are you've eaten a fertilized egg and not known it