You need the PSN one way or another, either you buy them directly using the PSN option on the PSP, or you install Media GO!, buy the games there and use it to transfer them over USB cable.
No they are downloads that must be done with Playstation Home but not for just to get to the Playstation Network. There is of course space taken up in you PS3 harddrive as files are created including the account information. There could be what is called a download each time you get information like your trophies status, but you do not download the Playstation Network and instead download the information needed.
yes you can if you sign into the playstation network and download a game
Games that are downloaded without payment is piracy and the Playstation Network has exclusive rights to PSP Go download sales
yes but you cant play it on the psp if it isent hacked
No because you need a router to connect to the playstation network
You pay your money to Xbox Live or PlayStation Network, download and install it.
The PSP Go will need to connect to a wireless access point, so yes.
Yes, yes. You can either buy Ultra Mini Discs or download games from the PlayStation Network directly from the PSP.
Playstation Network Cards are not free and do not use virtual money but actual money
You are warning against downloading DLCs if you don't own the game. Even if you could purchase and download it do you think you could play the DLC or otherwise use it.
you don't
No. You can only play solo zombies, the campaign, and combat training on cod if you don't have playstation network online