Yes they do, as they are dubbed "Creature" Token.
Essentially, Riot Control is very good against populate or very high token decks
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No, unless they have haste.
Tokens go to whichever zone, and then immediately cease to exist. So while cards which say "when a creature goes to the graveyard" will trigger when tokens go there, the tokens themselves do not stay in the graveyard, they just disappear. So no, they are not there for other abilities to bring back to the battlefield.
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Single cards that represent a creature (token) there are currently 199 that I am aware of.
Yes, they do count as being permanents, and will be affected by any spell or ability that can affect them.
The Coldsnap land 'Dark Depths' produces a Marit Lage token.
Mercy Killing targets one creature, and the creature's controller sacrifices it when Mercy Killing resolves. That player then gets some Elf tokens, as outlined on the rest of the card.
A creature is a permanent that can (usually, but not always) attack or defend against attacks from other creatures. Underneath the picture there will be a short description of what exactly that card is, and it should say whether its a creature or not. You can also usually identify a creature card by looking at the lower right corner. Two numbers separated by a slash (such as: 6/6 or 12/7) will indicate a creature.
The artifact creature 'Pentavus' can remove its +1/+1 counters to create 1/1 flying Pentavite tokens.
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Tokens do not have effects, they are Normal Monsters. Even in the case of tokens with inbuilt restrictions such as Sheep Tokens from Scapegoat or other things like the damage from Ojama Tokens, these are lingering effects placed by the card that created the Tokens and not effects of the tokens themselves.