So to get there I have some questions/doubts/statements you guys can help me with. I am no noob wannabe hacker, I just want to understand it, and FEEL SAFE
You've gotten some good advice and some very bad advice. I'll chime in here, although mostly I'll just be agreeing with the good advice you've already received. At least this will make it a bit easier for others to determine who to listen to in the future and who to ignore.
1: If I would have your private key, I could just import them to my wallet and steal your funds
Absolutely! He who has the private key, has the bitcoins.
2: Password protection of a desktop, mobile or paper wallet is only to protect the computer, phone, or piece of paper. The actual private key is never password protected
Any type of data can be password protected. You can password protect the login to your computer as you've suggested, but it is also possible to use encryption systems such as gpg to directly encrypt the private keys. When you add a password to a wallet such as MultiBit or Bitcoin-Qt, that software uses the password to directly encrypt the private keys that it is storing. The private keys are then stored on your filesystem in encrypted form. When you want to perform an action that requires a private key (such as sending some bitcoins), the wallet prompts you for your password and decrypts the private key in memory to use it. As such, the usable private key cannot be obtained from the filesystem, but a keylogger can still acquire your password to decrypt the private key or a virus could still steal the private key from RAM when the wallet decrypts it.
3: If I would be able (I know it's not possible) to import all the private keys in SHA256 to my multibit client, or whatever, I would have access to everyones wallet
Not sure what you mean by "private keys
in SHA256". SHA256 has nothing to do with private keys. A private key is just a 256 bit random number. If you had a computer that was "built from something other than matter and occupied something other than space", created a wallet on that imaginary computer, and imported every possible 256 bit number as a private key, then I suppose in that imaginary universe you could spend everyon's bitcoins.
4: What happens if 2 people create the same brain wallet?
See your question number 1. If multiple people have the same private keys, then multiple people have access to the same bitcoins.
Are you expected to check blockchain to see if the account has 0 transactions?
No, you are expected not to use brainwallets unless you know what you are doing. It is extremely risky to use a brain wallet, and most knowledgeable people will warn you NOT to do it. The human mind is wired for patterns. We just aren't very good at randomness no matter how hard we try. As such, there is a significant risk that another individual will accidentally choose the same pattern as you do, no matter how ingenious or complex you think your brainwallet is.
5: Making money with bitcoin, mining bitcoins, is nothing more than joining a mining pool and helping to bundle/verify transactions into a block and securing it. If your pool has won, you get a small fee which is how new bitcoins are created.
The pool gets a fee of 25 newly created bitcoins (for the next 3 years or so) plus the total of all transaction fees of all transactions that are included in the block. That subsidy of 25 newly created bitcoins is reduced by half (and rounded down to the nearest 0.01 microbitcoins) approximately every 4 years until it reaches 0.01 microbitcoins. Then after approximately 4 years of a 0.01 microbitcoin subsidy, the subsidy goes away completely and no new bitcoins will ever be created. After that mining is entirely supported by the transaction fees.
Once it has received its block reward, the pool distributes the reward proportionally among the participating miners according to the rules that the pool has established. Each pool has its own rules on how that reward will be shared.
