The only stupid question... is the one you don't ask!
I didn't see the part in the instructions that tells me what some blue powers are. Where do i find the info or...
What does Spellcaster, Iron Hide, Bloodlust - melee actually get me?
At the very back of the rulebook is a glossary of terms explaining what every ability does
If you aren't the Mage can you cast magic or do you have to be the Spellcaster?
Everyone can cast spells, use bows, use swords. It's just some survivors are better at it than others.
Also, playing the tutorial If I explore a room that has the door broken do I spawn into it?
You do not spawn zombies into room that you have already previously spawned zombies.
If I explore a zone that already has a starting zombie in it do I spawn to all rooms and the one that already has a zombie?
Yes, the zombies shown in the quest map are in addition to those that get spawned in normally.