1. There is a lot of information that's collected by the stats collector in PostgreSQL. A full overview of what there is can be found in the official PostgreSQL documentation, which is available online at https://www.postgresql.org/docs/11/static/monitoring-stats.html.
2. There are various ways to detect performance problems in PostgreSQL. One way is to make use of pg_stat_statements. Other options are to use auto_explain or standard PostgreSQL log files. Depending on your needs, you can decide on which method is best for you. The following blog shows you how this kind of information can be extracted from the system: https://www.cybertec-postgresql.com/en/3-ways-to-detect-slow-queries-in-postgresql/.
3. PostgreSQL has various options for creating logs. The most commonly used one is to simply create standard textual logs. However, you can also make use of syslog or the logging facilities provided by Windows (eventlog).
4. Actually, yes. If you are running many small queries and if you happen to write millions of lines of logs to the system, it can impact performance.