You don't really need to buy one at all, to be honest. It's pretty easy to make your own. Here's a video by a Youtuber who smiles like a lunatic all the way through, but explains how to make one.
https://www.youtube.com/watch?v=_DMPPqgeZKk
As for your questions,
1) There's no reason why not. It's a case of experimenting a bit when you're first starting out. You might find a dry palette easier to use, but then you might find a wet palette easier. You have to thin your paints a bit, and a wet palette kind of does that for you to an extent.
2) I've never bought one, but in general Vallejo stuff is great. Citadel is also excellent, but you do pay a premium for the
GW name. Their wet palette is going to be a bit of parchment paper , a sponge, and a plastic tray. There's nothing more complicated it can be. Quality isn't really going to come into it!
3) It certainly saves paint. The big advantage is that you can close the lid when you've finished painting, and come back the next say and all your paint will still be useable. Personally, I find this is very useful when I'm mixing my own colours (which is most of the time.) Replicating a colour mix I did the day before is, it turns out, not a skill I possess!
4) You don't need special brushes for using a wet palette. Army painter brushes aren't too bad generally. If you want to really improve as a miniature painter, decent brushes are important though. You don't need to break the bank - Rosemary & Co Series 33 are as good as anything around, and they tend to be under £5 each. I'd get a size 0,1,2, and 10/0, personally. Oh, and make sure you get the short handled ones rather than the long-handled, which are about a foot long!