I've only read the Hellboy comics and according to them, yes, Hellboy is a good guy. He's generally fighting something paranormal or otherwise unnatural and he investigates stuff like that too.
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Nagato was considered a bad guy at first, but changed to a good guy before he died.
hellboy is not real
Yes
good luck finding any information about this guy. I feel bad for you if you have to do a project about this guy cause I did and i failed. :(
Here is the answer, from the director Guillermo del Toro: http://www.cinematical.com/2006/09/08/no-agent-myers-in-hellboy-sequel/