I am glad to hear that you did not fall victim to these scams!
I want to get that money order in my hand so they think they've got me. Is that horrible?
I would not say that is horrible, but if you want to go into the world of scam-baiting, I would say that you have to be very careful. It is not something that I want to get into myself, so I cannot offer much advice on HOW to do it, but there are other sites that do offer that sort of advice.
But should I be concerned for giving this scammer my address? I'm still in the beginning stages of correspondence and i could change the address the money goes to, should I keep going and try and get one step closer to the gov seeing this is a problem? or should I let it go?
Again, since scam-baiting is not something I do, I can only say that I would be very careful about who you give what information to.
You could also do a search on this forum for the topic of scam-baiting to find others who do have this "hobby" and other sites that talk about this topic.