Scaper

Yes, pets are automatically insured. If you lose one you can reclaim it from Probita in East Ardougne for 1mill GP.

The first things you should be spending your slayer points on are:
Bigger and Badder (for superior slayer monsters) Slayer Helmet Slayer Rings Blocking/Unlocking certain tasks (https://www.theoatrix.net/post/slayer-blocklists-for-osrs)  
Broad Fletching is beneficial if you're an ironman. Anything you spend your points on after these is entirely up to what you enjoy doing and what goals you have for your account.
Some more detailed info about Slayer Points: https://www.theoatrix.net/post/slayer-points-in-osrs
 

Some example tasks to block:
For Fastest XP: Drake, Wyrm, Greater Demon, Aberrant Spectre, Cave Kraken For Most Profit: Fire Giants, Ankous, Iron & Steel Dragons, Bloodvelds For AFK Slayer: Skeletal Wyverns, Mithril, Steel & Iron Dragons, Spiritual Creatures For a more concise and detailed block list for different strategies you can visit: https://www.theoatrix.net/post/slayer-blocklists-for-osrs

You can use it to purchase things from Dusuri's Star Shop in the entrance to the Mining Guild in South Falador. 
You should purchase these items first:
Celestial Ring (Uncharged) - provides invisible +4 mining boost (2000 stardust) Star fragment - used to recolor items from Prospectors Kit to gold (3000 stardust) (Also useful to ironmen:)
Bag full of gems - (GP/Stardust= 73.95) soft clay packs - (GP/stardust= 74.67)

Most people use lamps on skills that are boring to grind such as Runecrafting and Agility. Lamps give you xp based on the current level of that skill times 10 (eg. lvl 10 cooking will give you a 100xp lamp).

If your goal is to have the best-in-slot ranger gloves, then yes, however they are currently priced on the GE at over 100 mil. They are BIS range gloves for the below bosses and raids:
Chambers of Xeric Inferno Vorkath (ranged) Zulruh (ranged/switch) more found at https://oldschool.runescape.wiki/w/Zaryte_vambraces

Most metal loot such as Mithril, Adamant, Rune, Dragon items are good as well as most d'hide items. You can note them at any bank to have them stack in your inventory. 
To find the best item to alch, it's recommended to use a High Alch Calculator:
https://oldschool.tools/calculators/alchemy
https://alchmate.com/osrs_high_alch

When you die, if you are not in an instanced fight, you will appear in Death's Office. You will keep your 3 most valuable items unless you activate Protect Item prayer to keep a fourth. You can choose to either pay a fee to retrieve your other items instantly (depending on your item value) or you have 15 minutes to retrieve your items from where you died, and this will be displayed on the mini map.
After completing certain quests or paying a fee, you can choose to change where you respawn to when you die.
Depending on where you die in the Wilderness, you can lose untradeable items above level 20 wilderness, unless you use a Trouver Parchment.

The most popular client to use is Runelite, which can be downloaded here: https://runelite.net/ (more plug-ins, customization options)
Other Jagex approved clients include:
HDOS - https://hdos.dev/ (nostalgic early 2000's feel) Official Game Client - https://oldschool.runescape.com/launcher (via Jagex launcher)

Pickaxes cannot be made by players. If you're a member you can buy one off the Grand Exchange in Varrock, see the latest prices here: https://www.ge-tracker.com/item/bronze-pickaxe 
However, you can get your first bronze pickaxe from Bob's Axes for 1gp in Lumbridge. Otherwise, two bronze pickaxes spawn on top of the guard's tower in Lumbridge.
Other shop locations include:
Nurmof's Pickaxe Shop - Dwarven Mine - South of Ice Mountain Yursul's Prodigious Pickaxes - Mining Guild - Falador Pickaxe-Is-Mine - East Keldagrim - East of Rellekka Toothy's Pickaxes - NW Lovakegj Gwyn's Mining Empirum - SE Prifddinas Bob's Axes Location:

Lumbridge Bronze Pickaxe Spawn Location - Top of Guards Tower at the entry to Lumbridge Castle:

The bowfa is one of the best in slot items at Dagnnoth Kings, General Graardor and Leviathan. 
It is also useful at...
Abyssal Sire Callisto Zilyana Demonic Gorillas Giant Mole The Inferno King Black Dragon Lizarman Shamans Kree'arra Muspah and more... The bowfa is highly effective, especially with the crystal armour set, however, it is not the best ranged setup in the game. That being said, it is up there in terms of DPS at most places, and compared to the best ranged gear in the game, it is far less expensive to use the crystal armour set with the Bow of faerdhinen.  
The bowfa is also an excellent tribridding weapon.