Welcome to OpenACS!
1. You can "watch" a Tcl library or XQL file from the APM: http://SYSTEM/acs-admin/apm. Click "reload" next to your package and then "watch" to reload the listed files automatically with each request.
2. Take a look at the /tcl/*-init.tcl files in many packages. These always run on startup after all library files have been loaded for the package.
3. "ad" stands for "ArsDigita" - the commercial company that started "ACS" or ArsDigita Community System. When aD went under they open-sourced the project and it was renamed "Open Architecture Community System" or OpenACS.
4. Not that I know of...
See the Documentation section, and the Tutorial for more information. Good luck!