I have little bumps on my scalp and sometimes they bleed and they're close to my forehead. What is it?

Folliculitis. An infection of the hair follicle near the hair line caused by staph. An antibacterial liquid soap such as lever 2000 or a surgical sisal may decrease the bacteria. If persistent a oral antibiotic will help, but this may return.
Hard to say. Skin issues are very difficult identify without actually seeing it. However, bumps that bleed always raise concern for skin cancer. See your doctor for a skin check.