Is splenic artery aneurysm something we inherit from family?

Probably. Aneurysms of the splenic artery are the 2nd-3rd most common intra-abdominal aneurysms, and most common visceral artery aneurysm. The most common associated risk factors are portal hypertension and multiple pregnancies. Incidence is 4x higher in females than males.
Not really. All named blood vessels can have dilation-aneurysm. Abdominal aorta is common, others less so!