Yes, there are lots that arent on the PSP.
No, playstation and nintendo games are not cross compatable.
psp
You can purchase and download games from the PlayStation Network, available from the PSP's menu bar.
It can play any PSP game that is available on the Vita's PSN store. More games are being made available though it does not have access to the full PSP library just yet.
There is an increasing selection of PSP games available to purchase and download from the PSVita's PSN.
yes, with a "psp emulator"
No, there isn't a Pokemon game available for the PSP. All Pokemon games are strictly made for Nintendo devices only. Since PSP is made by Sony, no Pokemon game will ever be on it.
play the ps3 games in psp they will converted to psp games
Yes. All GameBoy and GameBoy Color work on a GameBoy Advance.
No, it takes its own PSVita game cards. It is not compatible with PSP UMDs, but an increasing number of PSP games are being made available on the PSVita's PSN store.
No. Kingdom hearts games are available for the PS2, PS3, DS, 3DS, Gameboy advance, PSP, and Mobile Phone.
You cannot get Pokemon Gold in PSP. It is only available for Gameboy Colour and Gameboy Advance.