Oh dear... Unless your engine was sputtering or missing the problem was not fuel level. Regardless, fill the thing with fuel and remove that concern.
Thclimber described really well above how to engage the rear axle lock. Press down on it hard while barely moving until you feel it go in. Unusual, but possible, it went in very easy and you didn't feel it go in. Either way you have to keep heavy downward pressure on the little lever at your heel to keep the rear axle lock engaged. If on slippery surfaces you can tell whether both wheels turn or not. If one spins and the other does not, you failed to get it engaged. Did you have the machine in 4wd when you were losing traction or not ? The rear axle lock is intended for unusual situations where you are stuck or need more traction than otherwise available. I doubt that rear axle lock is something you need right now.
Was the engine running wide open, full throttle, when you stalled and could not climb the "slight hill ??" This does NOT add up at all.
A MF 1526 has a hydrostatic transmission. Also has 4WD. Apparently not offered otherwise (going by Tractor Data info on the web.)
About snails and turtles: You have 3 ranges -- low, medium and high (no matter what symbols are used to indicate those ranges.) There is undoubtedly a rabbit symbol on the faster of the 3. They ARE in order of low to high. Low gives you most pulling power, high gives you most speed but less pulling power. If nothing else, go to a flat open space, run the engine up to a fast sounding rpm, try each range and see which range makes you go the slowest with the forward/reverse pedal fully depressed forward. You really have to learn enough about the machine to figure out which is lowest range, which is next lowest, etc. If it is not obvious, go to the dealer who sold it to you and make him give you some training, answer questions and show you. As best as I can tell, I think you need to do that anyway. Do not be bashful !! You paid the money, you have at least that level of support coming to you. Assuming the dealer has another model identical or sufficiently similar to yours it is not like you have to take it back to the dealer. Worst case, have them send a support person to your site and clarify any problems or issues.