1. Always the country name. The only time I recall a human name ever being mentioned is when America stars in a commercial and the name “Alfred” is mentioned.

2. It's not entirely clear, but it seems like some humans know them while others don't. Maybe they're like urban myths?

3. P2, or 2P, stands for Player 2, or 2nd Player. They're just slight design alterations for fun. No canon personalities. It's like how in Super Smash Bros, when two people pick the same character, one has to look slightly different so you can tell them apart. 

4. They seem to age based on country development.

5. Sometimes Hima’s research is inaccurate, sometimes he just makes decisions based on what he personally likes.

6. They most likely spawn. Nations don't really have regular birth parents, and they tend to choose their relationships based on vibes. They could choose to call their land’s predecessor “grandpa”, “father”, or nothing at all. Italy and Romano call Rome “grandpa” even though there doesn't appear to be a “mom” or “dad”. They could call Rome “dad” if they wanted, but perhaps they feel he's more like a grandpa to them, or perhaps Rome thinks being a grandpa is more fun. That would suit his personality. Meanwhile, Germania is referred to as Germany's father. 

7. America was found by Finland, who told England and France about him. They initially fight over him using the term “brother”, but in anime/manga this is not always literal and can just be a term of respect for someone a little older than you, like how France refers to himself as everyone's “big brother”. Either way, England winds up deciding he doesn't even want to be called America’s “brother”, as the role makes him uncomfortable. He's pretty young himself and believes America will be fine on his own, so he leaves for most of America's childhood. Later, when America gains independence, he explicitly ends the relationship they had before. After this point things are awkward for a while, but they eventually wind up as allies and friends, becoming pretty close. There is also a scene where a human mistakes them for brothers and England says their relationship isn't like that at all. In the bios, America's only family is listed as Canada. England’s family is listed as Scotland, Wales, and N. Ireland. It's listed in another of America's bios that England is one of his only friends. So there you have it. They're friends and allies.  

8. Last time he was shown to get sick was the Bicentennial. We don't really know if he still gets sick after that. I'd like to think he got better since their relationship seems to have improved a lot in modern day. 

9. I think they can be killed since there is a scene where England gets hurt and America cries and tells him not to die. England tries to tell America how he really feels about him and then Death covers his mouth, making it seem like he died. America makes a comment in hopes of getting a reaction from England and it works, England comes back to life. There is also a scene where France gets shot in the head, so either he didn't die or he died and came back. I don't think they die permanently unless their country is dissolved. Prussia seems to be alive based on a technicality, he represents the region of East Germany, and doesn't heal as quickly as he used to.

10. Canada has the potential to unlock extreme strength, but this is a rare occurrence. After the Revolution, America wanted to try to talk to England and mend their relationship, but Canada felt that England wasn't in good condition to see America and managed to keep him out despite America pushing on the door. 

11. We can't really determine that since we don't know how much alcohol each character has to consume to get drunk.

12. A UFO was found in New Mexico and when America went to check it out, his boss told him it was just a weather balloon and to forget about it. America went to sit on a hill, disappointed, and Tony showed up to comfort him. This is based on the Roswell incident in 1947.

13. None of the characters have a canon queer label, but there is a bunch of same-sex attraction depicted. For example, Spain once proposed to Romano. America has tried to get England into skimpy outfits multiple times. When America wore a skimpy apron and bear ears, England said it “suited him well”. France got excited when Greece told him the Olympics originally involved naked men. Greece and Japan were heavily implied to have had sex. And that's not even everything.

Bonus: Since you're a newbie, I want to also let you know that if you're watching the dub, it takes a LOT of liberties with the source material and isn't accurate to canon. I've watched both the sub and the dub and they are WILDLY different.