1) No, please don't do these at once. If you are driven to do this by a desire to play a character in the game, you will not be able to keep from stealing the fun from the players.
2) You will have a very hard time convincing your friends if they have a sceptical attitude about roleplaying games and you also have little experience. If you start something up without help, you will run into a lot of problems at first that have to be worked out, and your players will have to be willing to give it time. The good news is that starting to play roleplaying games can be an extremely fun learning experience
if everyone keeps a possitive attitude. You should play around and use your imagination, finding your own way of playing and what's fun.
A good way to start off your players (and yourself) would be to find someone who has played a while, and let that person GM a few sessions to get you all started. Or attend a gaming convention together. That way you all get a (hopefully) good example of what it's all about.
3) Were do you live? Here in Sweden we have a national gaming foundation of sorts, that just about every gamer who's into rpg's is asociated with in some way. If that does not exist in your country there may be clubs and fraternities with a gaming niche, or gamestores that act as meeting spots.
4) If you are young enough you may be able to organize yourselves into some kind of youth association to get state funding for a club house or something.

Just kidding, but that's actually the kind of thing this gaming foundation in Sweden teaches kids to do. We never got organized enough to get a club house, but we managed to get a lot of free games.
No, you play in someone's home obviously. By the dinner table, by the coffee table, on the floor in someone's bedroom or werever there's a free spot. Or if there's allready some kind of association, fraternity or something; that you can get in contact with, you can play werever they hang out.
5) This is the kind of thing that most people try in the beginning and stop doing after a while. The reason is that if you play this way and use the same setting and the same characters, you tend to get a few problems on your hands. Because the GM's character still exists in the world, and the GM has ultimate powers, he can award his character anything. Or if he is prevented from that, he can threathen the players with gruesome punishment if he does not get special treatment for his character on the next run. Even though these things are pretty screwed up and can propably be prevented by common sense alone, the possibility makes it a situation that just not good.
Instead, have everyone who wants to GM make up his/her own campain, whether it's the same system or some other system, and have everyone make a new set of characters for every GM.
Unless you feel you are muture enough to handle collaboratively GMing the same campaign, that is. You have been warned.
6) Good idéa. Or you can catch each of the players on separate occations, after soccer practice or on the lunch break for example. Making characters for the first time in a game can take a lot of time, and you may need to give each of the players undivided attention. You should, however, try playing with the sample characters a few times before you even do this.
7) Just basicly try to follow the advice about GMing that are in every core rule book on the market: Remember that your goal is to have fun. There are also a lot of other good advice in these books that you can turn to.
Other than that I just have one more thing to say: It's a hard learned lesson that what the GM generally feel is a successful gaming session very seldom is as appreciated by the players.
As a GM you want everything to go according to plans, and you want your players to fail or get hurt to some extent so that they can feel it was a challange. But as a player you just want to do things your way and
succeed.
If the players always succeed without any difficulty, true, they will not feel challanged. But if they are allowed to succeed perfectly when they earned it, without the GM fixing the result to "keep it challanging", they will still feel it is challanging only they kicked ass. And
that's what player's really like!