Short answers, pulled from the story.
A gladiator was an armed combatant who entertained Roman audiences in violent confrontations with other gladiators, wild animals, and condemned criminals. Most were slaves, schooled under harsh conditions and socially marginalized, though some were paid volunteers who risked their legal and social standing in the arena.
Livy placed the first Roman gladiator games in 264 BC, when Decimus Junius Brutus Scaeva had three pairs fight to the death in the Forum Boarium to honor his dead father. The gladiator games lasted for nearly a thousand years, reaching their peak between the 1st century BC and the 2nd century AD.
Gladiatorial games gave their sponsors expensive but effective self-promotion and gave voters exciting entertainment at little cost. In 65 BC Julius Caesar fielded 320 gladiator pairs in silvered armour despite enormous debt, and politicians often timed a munus to election season to win the support of the plebeians and their tribunes.
Yes, female gladiators appeared from the 60s AD as rare and exotic markers of exceptionally lavish spectacle. A munus of 89 AD under Domitian featured female fighters described as Amazons, and a 2nd-century relief at Halicarnassus shows two named Amazon and Achillia whose match ended in a draw. Septimius Severus banned the use of female gladiators in 200 AD.
Several emperors were said to perform in the arena, including Caligula, Titus, Hadrian, Lucius Verus, Caracalla, Geta, and Didius Julianus, though their risk was minimal. Commodus was a fanatical participant who killed 100 lions in one day and once decapitated a running ostrich, carrying the head to the Senatorial seats as though they were next.
George Ville, using 1st-century headstones, calculated an average age at death of 27 and a mortality of 19 in every 100 who entered the arena. Few gladiators survived more than 10 contests, though one survived an extraordinary 150 bouts, and Hopkins and Beard tentatively estimated 8,000 deaths a year across the empire from executions, combats, and accidents.