1. All that are part of a series.

2. Yes, mostly.

The Pool, Eye and Savage (as well as Krynn when those get released) series allow you to transfer your party from game to game within the series and in order.

That means the games from Collection One and Two.

Dungeon Hack and Menzoberranzan (ie. Collection Three) are stand alone games.

So most of the second colleciton you could play through with one Character, then?

I highly doubt that you can survive in those games with just one character. Better create a party of characters. But yes, you can import those into the sequels.

The second collection consists of 2 series (Pools and Savage) and 1 standalone (Unlimited Adventures). You can not transfer a character or party between the Pools and Savage (or UA).

Also as stryx mentioned, you really, really want to make a party for these games. They're are balanced for a full party of 6 from the first battle and several different enemies have attacks that will take one or more characters out of commission. Also, you don't pick up npcs to support your main character like in an average jRPG, you generally won't find many supporting npcs that will join your party for much longer than a single dungeon (outside hirelings in Pool of Radiance).

1. In Unlimited Adventures you can transfer characters between individual designs (assuming the design's author thought ahead and allowed you to save your game just before the ending.)

2. Of all these games I only played UA, but found it quite simple to play once you learn the controls.