I suggest that you read books about our 12th Imam such as Kitab al Ghayba by Allamah Majlisi, Kitab al Irshad by Sheikh Mufid, Miracles of the Imam of the Time by Ayatollah Langroodi, the Biography of Imam Mahdi by Sayed Qurayshi are just a few.
As to your second question, we as Shia pray in the way the prophet instructed us to pray. The other sects pray differently due to them changing the salat in order to be able to distinguish themselves from the Shia