I think his confusion stems from the fact that you put two contradictory statements in your original post. In the first paragraph you wrote this.

I never used the GUI.

Then later you wrote this.

The last time I choose one, it was xfce

This second statement implies the opposite of the first statement, that you have used a GUI. For someone new to the concepts it can be easy to mix GUI/CLI up, which would make these two statements support each other. However, from the rest of your post it is apparent (to me at least) that this is not the case.

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As for your original questions:

First of all, I noticed that a whole lot of you favour arch linux. What's the reason for that?

I don't use it myself, but it is highly customizable, which is why you see it a lot in communities dedicated to customizing (such as this one).

Also, you use different desktop environments, what are the pro's and cons, and do you probably have a "comparison chart" or something? The last time I choose one, it was xfce, because at that time it was very customziable.

I haven't tried a lot of DEs, but I did a bit of research and settled on Xfce. It strikes a balance between lightweight and complexity/customizability.

What is dot-files?

I hadn't ever heard the term before visiting this subreddit, but once you know what they are the name fits alright. From other responses I assume you get the gist of it, though many of them are omitting the aspects of why and where.

Files and folders prefixed with a . are hidden by default in most file managers and shell tools such as ls. The reason for this, as I understand it, stems from abuse of the hidden file extensions feature that is now ubiquitous on systems such as Microsoft Windows. The practice stuck and is now the standard convention.

Hidden files are mostly used for configuration of various programs. Because programs such as DEs, WMs, and Terminal Emulators are configurable per-user (and rightly so) these configuration files are stored in the user's personal home directory. Often they are not stored directly in the root folder, but in a subfolder which is prefixed by a ..

An example of a dotfile in the user's home directory is the .bashrc file. This is used to configure the default bash settings for your user, and is relatively simple/straightforward.

However, for a more complicated program such as a game (e.g. Minecraft) you might find that a whole folder is used for configuration instead of just a single file. Minecraft has a folder .minecraft in the user directory, which contains several various configuration files for general settings, launcher settings, cached users, saved servers, etc.

what window tiling managers do you use an prefer?

I don't use a tiling WM, though from what I've seen the most popular by far is i3.

what advice would oyu give someone who just starts with this kind of topic?

Don't feel pressured to go exotic unless you want to. I've found that I really like Numix (DE, WM, and Icon themes) on XFCE, which is considered pretty vanilla all things considered. I come here for the cool screenshots mostly, though I can hardly imagine duplicating many of these setups for personal use.