(1.) Can we use (SeeAllData=true) and (isParallel=true) in same apex test method?

@isTest(SeeAllData=true) and @isTest(isParallel=true) annotations cannot be used

together on the same Apex test method.

(2.) Does Salesforce count calls to system.debug() against the code coverage?
No, Salesforce does not count it against the code coverage.

(3.) Why to create separate class for testing purpose?

Advantage of creating a separate class for testing as opposed to adding test
methods to an existing class is that classes defined with isTest don�t count
against our organization limit of 3 MB for all Apex code.

(4.) How is a class defined as a test class ?

Use @isTest annotation to define a test class.

(5.) Can we use system.run as in all the methods?

System.runAs() must be used only in a test method

(6.) How to test future method?

To test future methods make our call to any future method between
Test.startTest(); and Test.stopTest(); statements and the future method will
return when Test.stopTest(); is called.

(7.) What is a good practice of testing Batch class?

We should always test batch class with good amount of data
(minimum 200 records) in our test class.
Use Test.startTest() and Test.stopTest() to test batchable classes

(8.)How to test class for batch apex making http apex callouts?
We should be able to do this using HttpCalloutMock and Test.startTest/stopTest.