First Question: Natures don't matter in game, but in competitive battles they can make a big difference to outspeeding other Pokemon, getting an extra bit of damage off on an opposing Pokemon, or taking an attack better.
Second Question: You won't lose any EVs/IVs when changing a nature, since the only way to change a Pokemon's nature is through a Nature Mint, which doesn't affect EVs or IVs.
Third Question: As said before, the only way to change a Pokemon's nature is through a Nature Mint, which can be obtained in three ways,
1. Battle Tower Singles/Doubles by reaching certain ranks
2. Online Ranked Battles by reaching certain ranks
3. Buying a Battle Mint for 50 BP
Using a Nature Mint will change the selected Pokemon's nature to the type of mint.
Hope this helped!