Seating of spikes / studded tires
Peter White has an excellent page on Studded tires. 

To quote (answering questions 1,2) him: "Q: Why do Nokian tires have a tag stating that you should ride the tires on paved roads for 30 miles before using them on ice?

A: It's because Nokian is very sloppy in how they install the studs, and doesn't take the time to ensure that every stud is fully seated in the tire tread before shipping it. With some studs partly hanging out of the tire tread, if you ride them hard, the studs can easily fall out. Riding them "easy" is supposed to help seat the studs. Of course this as all just bovine excrement, and those half seated studs can still easily fall out."

On question 3: A few studs missing won't make much of a difference but if a lot of them are missing you lose the advantage of the studs (but you still have the advantage of softer winter rubber). 

Also relevant: "Q: How can studs fall out of the tire tread?

A: The main reason studs fall out is riding too aggressively on pavement or on rocky trails. You cannot use studded tires on dry ground the same way you would use summer tires. On ice, you can ride as hard as you dare without damaging the tire or losing studs. But when you reach a bare patch of ground, you must take it easy, lest the studs be ripped from the tread."