Normal . This hair is called lanugo and should fall off within a few weeks.
Genetics & normal. Many babies have hairy ears and backs at birth and for several months. This is often due to their ethnicity and genes and is very normal. Do not attempt to shave, bleach, or otherwise "treat" this. It will go away on its own. Some conditions cause excess hair in the genital area, and this should be discussed with your doctor.
Yes. Most newborns have some degree of lanugo (or fine body hair) at the delivery. Depending on your ethnicity this lanugo can be very dark. This is more common, for example, in latino infants. As the infant ages, the lanugo is often shed and far lighter body hair replaces it.
Most likely normal. If a baby is healthy and growing normally, his hair color differences are most likely just the way he is. There are differences in hair from different locations on a baby: head hair, eyebrow hair, eyelash hair, and the fine body hair. In teens, there is also axillary hair and pubic hair.