You cannot connect a USB microphone to a mixer. It must be connected to a computer. The Behringer 502 can accept any dynamic or condenser microphone with an XLR connector .
Any microphone with XLR input
Xenyx 802 is not a powered mixer, you need a separate amplifier with it to drive the speakers
Xenyx 1204FX is not powered mixer. If your speakers are passive (don't have their own powersupply system), this means that you need to get an amplifier for them.
Ground loop problem.
No, it has a line leve output and a headphone output.
Any regular headphones with 1/4" jack adapter
If it's just a midi keyboard, then no. if it is also has a synth in it that makes sound, then yes.
The Xenyx 1622FX comes with an external USB audio interface that connects via RCA cables to the mixer's tape in/out jacks. The mix recorded to the computer will be a stereo stream of the main mix output, so all the instruments will be combined together. Beheringer does not (yet) sell a mixer with multi-channel USB or Firewire audio output.
Yes, the USB interface on the Xenyx mixers is just a 2 in 2 out that can be seen by most DAWs if you have the ASIO and/or Core Audio drivers installed. Not 100% sure if they work on Linux tho.