1) I'm not sure. Dwarves are stupid, but don't normally deliberately cast themselves into water, magma, or other terrain they consider dangerous. Yes, dwarves will prefer to have a real well eventually, though (it's not that hard, and depending on how you keep the cistern supplied, could provide good practice with mechanisms etc.)
2) Check the wiki! IIRC, one tile is the pumping part which should point in the direction of your receiving channel or whatever, the other tile is the mechanism where the dwarf works, or to which you otherwise need to supply power, and should be adjacent and above the source... or is it vice-versa? :S
3) Unfortunately, "roofing" doesn't work like that, and tiles with floors built above them will retain their "outside-ness". You can use this to your advantage; some players build protective "greenhouses" above non-dwarven crop farms built into a small channel.
4) Use "i" to designate a zone, and mark as pit/pond. Ponds differ from pits as they generate jobs that tell dwarves to attempt to keep them full, using liquids from other water sources and buckets if necessary.
5) Yes.
6) AFAIK, obsidian is only generated by magma (although goblins always have a way of getting loads of the stuff with which to make their towers). You'll know when you get to it as miners will begin cancelling dig/channel orders due to warm stone detection. The only really safe way of approaching magma is from above, as it is never pressurised (so only goes up z-levels if you pump it). Remain alert, though, as magma sources also normally spawn fire imps/fire men/magma men.
Hope that helps!