Immigrants: depends on what you need and what the immigrants do, but typically immigrants don't do anything useful skill-wise. If you have a weaponsmith already, for example, and an immigrant weaponsmith shows up, then he'll mainly just get in the way by making low-quality goods, unless you configure your workshops properly. Even worse for the "craftsdwarf" immigrants who have every single crafting skill enabled and are Novice in three of them, unskilled in the rest. Also keep in mind that a large fortress tends to need lots of haulers, and most construction projects need lots of unskilled masons.
You need to set up your crossbow target as a range, and make certain it's pointing in the right direction. Then, off-duty marksdwarves will go there on occasion to practice, if you have wooden or bone bolts available (they won't use metal bolts in practice).
You can dump the bone crossbow and he'll get a new one, or switch his weapon type (e.g. to unarmed), causing him to drop his crossbow, then forbid it, then tell him to get a new one. However, copper has no different quality from bone; they both do half-damage in melee and are equally good at range.
Livestock are useful for meat, bone, skin, fat, as sentries, and, rarely, for defense.
Pits are activity zones placed next to a change in elevation. You can assign a creature to a pit, and a dwarf will come along, grab the creature, and throw it into the pit. This works poorly with thieves, though, who tend to escape.
Dwarves with fishing enabled will automatically find valid fishing areas. Alternately, you can define fishing zones the same way you define pits.
Dwarves eat when they're hungry. If you don't want them to eat meat, have something else available. Keeping them from eating at all is generally a bad idea.