I would like to retrieve the following (historical) information while using the 
ek.get_data()
function: ISIN, MSNR,MSNP, MSPI, NR, PI, NT
for some equity indices, take ".STOXX" as an example. How do I do that? I want to specify I am using the get data function instead of the timeseries function because I need daily data and I would not respect the 3k rows limit in get.timeseries. 
In general: how do I get to know the right names for the fields that I have to use inside the 
ek.get_data()
function? I tried with both the codes that the Excel Eikon program uses and also the names used in the Eikon browser but they differ quite a lot from the example I saw in some sample code on the web (eg. TR.TotalReturnYTD vs TR.PCTCHG_YTD. How do I get to understand what would be the right name for the data types  I need?
Considering the codes in your function (ISIN, MSNR,MSNP, MSPI, NR, PI, NT), I'd guess you are interested in the Datastream dataset. You are probably beter off using the DataStream WebServices (DSWS) API instead of the Eikon API. This will also relieve you off your 3k row limit.
Eikon API - ek.get_data for indices