1. take a look at the fps tutorial here:
http://forum.thegamecreators.com/?m=forum_view&t=56770&b=7
<edit> just realized you could also mean bullet points like:
-item1
-item2
-item3
In whixch case you should check out the "text" command and just use "-"'s for your bullets
2.yes you would play the object starting at the frame the action starts, using an if the statement. Example:
load object "testobject.x",1
do
if returnkey() then play object 1,1,10
if spacekey() then play object 1,11,20
loop
3.sorry cant help you there I don't use blender.