Hello Silver ^^
Welcome to the forum.
To answer your questions:
1) A fursona is your furry persona, representing you in one way or another. It can be used as your 'alter ego' or as just your avatar.
To me, I have multiple fursonas, all representing a certain part of me (Ventus is my dragon and artsy side. She is calm and gentle. Suirrel is my squirrel character, playful, set in a sci-fi environment (I love science fiction) and is good with technology and can program. Etc.)
2) You are not required to make a fursona for roleplay. You could in most cases probably come up with a 'temporary' character, be it furry or not. If you're unsure, you could always ask the one who started the roleplay (or the one who at the time has watch over the roleplay) if whether your character is accepted or not. Usually there are no specific rules in the Fun RP section about this, but once again: If you're unsure, you can always ask

3) You can check out the Roleplay section, and its subsections here:
http://www.thefurryforum.com/forums/index.php?board=16.0 I haven't been roleplaying for some time now, but usually there are some active roleplays around, just take a look around

If you have any questions or would just like to talk, feel free to PM me.