Why did I get a new bitcoin address when I sent funds, and why was all of my bitcoin deposited to that new address?

This is the way that bitcoin handles "change." A good way to think about this is to imagine paying $100 for an $80 product. The return address is the where the cashier in our example will send the change. This is normal and actually improves UTXO security.

You can read more about change addresses here: https://bitcoin.stackexchange.com/questions/1629/why-does-bitcoin-send-the-change-to-a-different-address.