You are going to be late, no matter what, unless you take a cab. I've done that, and it's over 100 euros. You mention that you land at 8:25 and can catch the 8:40 shuttle. Unless you are sitting towards the very front of the plane and also have a way of not going through passport control, you can rule that out. You're not going to be out of the plane and on a bus 15 minutes from landing. You'll be lucky if you catch the 9:00, it will depend on what the lines are like. And I'm presuming you're not checking luggage.

I don't know what day of the week you are landing, but Milan is notorious for traffic at that hour. You could be sitting in traffic for a long time. I hate that bus and try to avoid it, and take the Malpensa Express, because you don't have to deal with traffic when you take the train. It goes to Centrale, same place as the bus goes. Just go outside to the bus stop and get on the bus to Linate for 5 euros. Depending on your budget, I've taken cabs to Linate, and it runs around 15 euros and could save you some time because you don't have to get on major highways to get to it, so traffic is not as big a concern.

1. Finding the buses at MXP can be a little confusing. You have to go to a certain level and go out a certain door, I think door six, then go out to one of the center islands and wait at a certain spot. You'll have to ask people or you'll risk being in the wrong place
2. You can buy a ticket on the bus, but for the train you'll need to get one beforehand.
3. Easy to find the bus at MXP. They're all at the same place, you just have to read the signs or ask the driver.
4. Realistically it's not a long way from Centrale to Linate. It's less than six miles. Should be able to make that in 15 minutes unless you get hung up in traffic.