When you see how those who knew they were sinners grabbed the gospel from Christ, almost violently pressing in on Him, you see the heart of Jacob. Christ initiates the fight, but sinners will not let Him go. The tax collectors and sinners, whom the scribes and Pharisees thought had no right to the kingdom, seized the mercy of the Gospel. The self righteous shunned them and the Devil, Hell, and Sin are all giants that oppose them, but they wrestled against it all until they received the promised Messiah.
If man is not absolutely determined to give up his sins and wrestle to find Christ at every expense, his faith can't be compared to Jacob. Even if the difficulties of our life, when our faith in God's love is tested, we are tempted to shrink back and consider God as hard and cruel. However, like a big Dad wrestling with his young child, to take a toy away and only to give it back with hugs and kisses, we will find after that our struggle with God is always with a God that loves us.
So in Jacob what we really see is the struggle of faith which is nothing less then a struggle with God himself. Many believe that this angel that Jacob struggled against was the pre-human form of Jesus himself. This view is taken whenever the original Hebrew uses the phrase 'The Angle of the Lord'. See a post on that here.
Now to answer the questions specifically:
1-Why did God still chose to wrestle with Jacob?
He did so to draw Jacobs faith out and to be an example for us all who equally wrestle with God. Jacob's desire for the blessing was really His desire for Christ, for the blessing was that through Abraham a Messiah would be born to crush the head of the serpent and bless many nations. (Gen 12:3)
2-Did he blessed Jacob so he would just let God go?
God seems to let Jacob overpower Him so that Jacob has confidence in his own strength, but then he touches his thigh like a wrestler twisting his joint out. This would be all the more agonizing to be beaten by someone that seems weaker than you. It is meant to show how intense and intimate the struggle is, and how sweaty and tiring. God finally gives in, whenHe decides the struggle is enough for poor Jacob.
No temptation has overtaken you except what is common to mankind. And God is faithful; he will not let you be tempted beyond what you can bear. But when you are tempted, he will also provide a way out so that you can endure it. (1 Corinthians 10:13)
Notice when Jacob walked away limping, it seemed that he had learned the same thing as the Apostle Paul:
That is why, for Christ’s sake, I delight in weaknesses, in insults, in hardships, in persecutions, in difficulties. For when I am weak, then I am strong. (2 Corinthians 12:10)
3-God showed himself to Jacob, how come there it didn't become a big deal? meaning is there any written article the tackles about it even more?
I am sure there are many sermons on this and much to find in commentaries. For a deep read I would suggest Martin Luther's commentary of Genesis, but I am not sure how easy it is to find. A good free source for much of the Bible is Matthew Henry, here.