That depends, but usually: Linux. The decision about what operating system to use on a server depends entirely on what you are planning to use the server to do. For most use cases, one or another Linux distribution will usually be best.

That depends on your skill level (or your comfort level at the requirement of learning new things). You will need to manage your hosting account and server somehow. From installing your content management system to setting up your email, there are a number of administrative tasks you’ll need to take care of if you host your own web site.

There are a number of tools for building email lists. Most professional content management systems, such as WordPress or Drupal have plugins for managing email lists. Any good ecommerce application, such as Magento, will provide built-in or third-party email list features. There are SaaS subscription solutions, such as MailChimp. Finally some hosting providers have mailing list software as a feature.

Yes. In fact, if you see “Dedicated IP” being advertised, you are looking at a shared hosting plan, because VPS and dedicated hosting plans automatically have their own IP address.