It sounds like you are looking for
hg status to see lists of changed files. You can compare either two commits against each other — this shows you what files changed from revision 10 to 20:
$ hg status --rev 10:20
or your can compare the working copy against a revision — this shows you changes made compared with the working copy parent revision:
$ hg status
and this shows you changes since revision 10:
$ hg status --rev 10
When you work with multiple repositories, then you can
hg pull the changes from another repository into your local repository. You can then use
hg status like above to compare revisions. You can also use
hg log to see what has changed.
hg incoming is just like first using
hg pull and then using
hg log to list the new commits. That is normally the command used to see what is new in a remote repository. You can then later decide to actually pull the commits into your repository.