I know there are many people here who have published short stories, hopefully I can get some insight to that side of the writing world, since I know nothing about it really.
I am certainly no expert, but I can tell you what I know, or what my experiences have been.
1. Can you publish (electronically) short stories apart, or is it best to do them together in a book?
What do you mean by "publish"? Do you mean self-publishing, or are you looking for actual fiction markets? (Duotrope
www.duotrope.com is a handy way to find the latter.) A lot of people here have used smashwords to publish short work; some of these have been never-published-before, some are using it to reprint their out-of-print stories that had previously been published in a more traditional way.
If you want to go straight to ebooks (and this is very much my opinion only that many other folks are sure to disagree with) it would seem to me that unless you have a significant following already or are really good at marketing yourself, the advantage of epubbing your stories individually is that it's much less of a commitment to a reader unfamiliar with your work to shell out $.99 to see if they like your stuff. That said, I think there are some real advantages to going the more traditional route and seeking out markets to buy your work first: 1) it will help you hone your writing skills with direct feedback in a way that's very, very hard to replicate on your own, 2) it gives you the opportunity to build name recognition so that people will be interested in seeking out and buying your work, and 3) there's no reason, after you've sold a story and it's been and gone, that you can't epub it later, whereas once you've epubbed a story a lot of paying markets aren't going to be willing to buy them. Sure, the process of submitting, getting rejected, submitting again, and eventually selling a story can be grueling and disheartening and lengthy. It's also an amazing learning experience, good for your writing, and (right or wrong) has a lot more credibility in a lot of people's eyes.
2. If I published short stories, could I make them into full length novels for publication later, same name, characters, etc.?
Many. many authors have done this, so yeah, totally okay as far as I can tell. As long as it's a substantially different work (which going from a short to a novel pretty much guarantees) I can't imagine any problems there.
3. Is it best to try and publish short stories on your own, like with CreateSpace, or are there small presses that do specifically short stories/novellas?
See Duotrope (mentioned above) or ralan.com (the latter being primarily geared towards genre fiction, so it may or may not be as useful depending on what you write.) The lengths markets take varies widely, but any market you're interested in should have that info in their submission guidelines, which you are going to read anyway before sending them anything.
4. Finally, how the hell do I write a short story haha. In all seriousness though, the short stories I used to write in junior high (when I was introduced to writing), my teacher told me I was top of the class and had a natural ability for storytelling, but that I needed to learn the details of writing a short story. Like pace and length.
There's a sub-forum here on AW for short story writers, and a sub-forum to that called W1S1 which stands for "write 1 sub 1". That challenge may be a bit beyond where you're wanting to be right now (it's a bit beyond me, most of the time) but it's good encouragement if that's one of the things you need. How to write itself is one of those things that everyone you ask will have a different answer, maybe two, and arguably each story may want to be written differently. I'd say the two best things you can do are to, first and foremost, read a lot of short stories. Look at best-of collections or collections by authors you admire, pick up issues of magazines you think you might want to sub to and see what they're actually publishing. Reading is a writer's best friend (even more than caffeine!) The second best thing you can do is just start writing, and keep going until you finish something. Get a good critique group, or use the SYW groups here, and get an objective sense of what your strengths and weaknesses are (a good critter will be very blunt with you about both, so a thick skin is a huge asset) and then work on upping your game. It's a never-ending process of self-improvement, and somewhere along the line, you'll start selling things.
IME, writing short stories and writing novels are very different skills, and a lot of people find that one comes naturally whereas the other does not. That doesn't mean that it's not a worthwhile exercise, but it does mean that if you find yourself getting really frustrated, don't assume that it means you can't write at all.
HTH and good luck,
-Suzanne