Absolutely not! Everyone has their first podcast. Just be sure to ask your host if there is anything they would like you to prepare beforehand.
Yes! Many people now are going on podcast tours to promote books, courses, and events in a more personal way than tv and traditional interviews. This would be a great way for listeners to get to know you a bit better. Still, talk with your host ahead of time. One thing to consider, you may have a better conversation about what you're promoting if you share a free or discounted version with your host ahead of time.
That is entirely up to you and your host. Some are 45 minutes, some extend to even 4 hours. Be sure to ask your host about time and communicate ahead of time. Don't be afraid of a long podcast! Sometimes when you aren't stressed about time, you can relax and have a great conversation.
A few different ways: