When should scenes be used? For example in a platformer would every level have to be a different scene? Would the main menu be a scene?
There is no rule as to how many scenes you need to have in your game. However, scenes allow you to logically separate out parts of your game from the rest of it. You have to have a minimum of one scene.
By main menu, if you are referring to a canvas with your UI elements, it will be IN a scene and not a scene itself. Canvas is just another GameObject, that we mostly happen to use for showing game menus. I mostly create a Canvas GameObject, put a script by the name of "UIManager" and put DontDestroyOnLoad on it, so I have access to it in all scenes. Make it Singleton and I ensure that it is not duplicated.
Can one overlay scenes?
Yes, there is no restriction as to how many scenes you can load at a time. What purpose do you plan to overlay scenes though? Maybe there is a better way than loading additively.
How do assets work between scenes? Are they attached to each individual scene and have to be reloaded every time. Can one specify when an asset is no longer needed?
Assets are what you see in your 'project' hierarchy. I think you meant "GameObject"s in the scene, and if so, think of your gameobjects as entities with components (Entity-Component System). All entities in a scene get destroyed when its parent scene is destroyed until explicitly stated not to, using DontDestroyOnLoad in some component (a monobehavior in case of unity). The destroyed ones will get garbage collected.
So how they are loaded (or reloaded) depends on your implementation, on whether you are instantiating/destroying them time an again or if you put their instantiated prefabs in a cached object and retrieving later from it.
How does one send data between scenes/interface between scenes?
Heisen covered the ones I could think of. Just to add a little bit to it, it also depends on how you want to the architect your project. So if you had an underlying data structure to e.g. hold Commands, you are free to use it in any part of your project