The goblins were just mocking Bilbo and his party. They wanted them to come down so that they could catch them and then take them to the goblin King, but they did not succeed in doing so.
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The meaning of the song bimbi
The Goblins knew the weapon as 'biter' and it was made specifically to fight against them.
They killed other goblins because winning was hopeless
No, the goblins did not get Gandalf. Bilbo's yell when he discovered the goblins stealing things was enough to prevent him from being captured. Gandalf killed a number of the goblins with a big flash of lightening.
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