A: His name is Jeffrey Willerth. Kosh's voice is spoken by Ardwright Chamberlain, but contrary to what some people think he was only in the sound studio, but never inside the Kosh costume. Ardwright's voice was done over by Chris Franke, who also wrote the music score for Babylon 5. The suit was built by Animatronics, Inc.
A: In an interview he said that it is If you go to Z'ha'dum, you will die.
A: In an interview with David Bassom for the book Creating Babylon 5 he said: "It has improved my tennis game no end."
A: So far, everything he has said has made sense. Some things are very open to discussion, but others are blatantly obvious by the end of an episode or a couple of episodes later. I guess his motto truly is "You do not understand... but you will."
A: "Falling Toward Apotheosis." We can safely assume that his appeareance in "The Fall of Night" is merely an illusion.
A: Yes. JMS says its a "Vorlon philosophical thingy."