To use fast forward on gpsp for psp go to menu, then "Configure gamepad input". Change (for example) Left Trigger to FASTFORWARD. Now by using (for example) Left Trigger you can activate FF mode.
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If you mean PSP games on UMD, no, the PSP Go does not have a slot for UMD.
Yes. The Nintendo DS has the same headphone port as the PSP, so the headsets can be used on both. It is probably recommended, though, that you use the PSP headsets for the PSP only, considering that it was designed for the PSP. In practice, you may use them for both. Source: I own a PSP and a DS :)
no it doesn't you have to download the game into your psp.
If you have the analogue stick also on your psp you hold it to the left to use the bazooka
Yes you can use a SNES emulator on a PSP but you need a hacked psp or a psp that will accept homebrew. There are many snes emulators for a psp. I have only provided one on the link below. Just copy and paste the link below. http://www.evilpsp.com/files/s9xTYLslimmecm.zip