I work in Adobe Lightroom on a Mac.

AdobeRGB is a wider color space than sRGB.

Maybe you could help me with the following questions

1. Would I win any image quality if I set the camera to AdobeRGB?

2. Would it make the import to Light room different? (I import RAW as Adobe DNG).

3. I shoot RAW exclusively (on a Pentax K100D). Would switching to Adobe DNG make any difference?

Thanks!

The color space is only assigned to jpg output form the camera. If you shoot strictly raw it won't matter because you can assign the color space you desire in post. Setting AdobeRGB in camera will give you a slightly more accurate histogram in camera due to the histogram being based on jpg processing in camera.