can we say " Nicht alles" here?
I don't think so. Each translates to jede/jeder/jedes, while alles equals every(-thing), all. It's definite versus indefinite. All of us started school. But: each of us received the same education.
What on earth I am know which gender to use???
I think, because the subject is unknown to us, you should use the neuter (jedes).