It's normal, and it means you're enjoying it.

It means killing yourself. Don't go and do it, you'll be missing out on a LOT of good stuff.

You go to the emergency room. Really the only chances of this happening are if you get a piercing done in your bathroom with your best girlfriend holding the needle. Get any piercing done professionally, it's well worth your money and not only is it safer, but it's cleaner.

It doesn't hurt, just pressure.

They can see approximately fifteen years worth of drug use testing that way.

Not long. Usually by the next morning you're okay, unless you drank a lot really late. So maybe give it a day.

Unless you're about to go in for surgery, nothing.