1) Because he’s an insane villain with a fixation
2) Hulk states in Endgame that it’s mainly gamma radiation, stating it’s like he was meant to use them. So Thanos seems to have similar resilience to gamma radiation as the Hulk.
3) Seems to be an affinity type of thing - in “Guardians of the Galaxy” the stone annihilates normal people trying to use it, but since Quill is a celestial hybrid, they can use the stone without dying.
4)They were destroyed by Thanos at the beginning of “Endgame” - it’s the reason they have to go back in time to get them, and place them back in the past afterwards, so that the timeline doesn’t get fucked up.
5)Because space aliens can be whatever color they want to be :-)