Read and practice diligently the content on this website and other related websites.
It varies. Impressive results might take a year+ of everyday diligent practice. Psychic abilities are learned skills. Like any other skill, you must practice to become good.
Almost everyone has innate psychic capacity.
Your own personal success is your proof. We have a media section, but understand that these videos can be faked and that we do not consider them "proof" (plus if you're a skeptic, you probably aren't going to be convinced by them anyway).
You want to start with the following guide:
Introduction to Psionics
At the same time, you also want to consider practicing these guides:
Constructs for Newbies
See here: http://web.archive.org/web/20120417205333/http://psipog.net/art-beware-pseudo-skepticism.html
You should read and practice our "shelling" article.
Psiballs are not normally visible. Having a visible psiball is called "flaring", and is a separate, more advanced skill.