There are a lot of vegan cheese options out there. Honestly, I've tried quite a few and none really compare to real cheese.. Even cheese made with vegetarian rennet doesn't have the same mouth feel as cheese made with animal rennet, but we generally buy the vegetarian rennet kind (I'm a vegetarian, not vegan). Here's a link to some info on some popular vegan cheeses: http://www.jenthousandwords.com/2012/01/organising-photographs.html
Protein wise - legumes and nuts will be some of your primary sources. There are also grains and vegetables that have proteins; just remember they are varying TYPES of proteins. There is a wealth of knowledge out there (way more than on BG lol) if you just do a quick google search.
It is VERY HARD to be a true, complete vegan. Animal products (milk proteins, etc) are in items you wouldn't expect. It's a bit easier to be a vegetarian nowadays, because clearly marked vegetarian options tend to be more readily available. But, you just need to do some reading and try it and see if it's a fit for you.