What does it mean? That means my funds will be constantly mixed and you will charge a commission?
Your funds are coinjoined until all of your UTXOs are private. The 0.3% coordinator fee is only charged for new deposits over 0.01 BTC, but there are mining fees for every coinjoin transaction.
What should be the deposit for CoinJoin to start working?
By default, coinjoin begins automatically once your total balance is at least 0.01 BTC. Coinjoining with a small balance is not recommended because mining fees cost a constant amount no matter what value is spent.
In what cases can my coins be blocked?
You can be temporarily blocked as an anti-DoS precaution if you disrupted a previous round by disconnecting during the signing phase, causing the coinjoin countdown to reset for all the other participants. There's also a blacklist of addresses for funds that are involved in criminal activity like phishing/malware/credit card fraud as well as those on the OFAC sanction list.
I couldn't find a way to turn off the Coinjoin function either. If it activates automatically, it means that it is mandatory to use it in Wasabi.
It's not mandatory, you can turn autocoinjoin off from the coinjoin settings in the ". . ." menu at the top right part of your client.