Finally Watched it. A few questions and sure to have more..

I'm going to try to answer all of your questions at once. First don't think about time with cause and effect, or this happening then that happening. The "They" in the movie is really himself in a higher dimension. He realizes this in the "tesseract" when he's behind the bookshelf inside of the blackhole. He tells TARS "They didn't bring us here, we brought ourselves here." When he goes through the blackhole it sort of raises him to a higher dimension. We can't visually perceive these dimensions but I think the movie did a good job of representing them. Within the fifth dimension time isn't a thing as we know it. If he moved forward through the "tunnel of rooms" he moved forward in time and vice versa. Gravity was the only thing that went between the dimensions so this was the only way to send messages back to little Murph. He himself was a 3D being in a 5D world. (might get confusing here but try to wrap your head around it) He is perceiving time linearly (like we do) but could move through it like turning pages in a book or walking down the street to get to different "whens" in time. When he first gets there he is scared and wishes he hadn't gone so he communicates "STAY" in morse and wants Murph to convince him to stay. However once he realizes that he has the data about the black hole that will make it possible to save humanity he knows he has to communicate it to Murph. The problem of the movie was that this missing data was the key to saving everyone but in order to get the data you had to go into a blackhole and there was no way of getting the data after you went in. He also realizes that since he is already there is no way to change the fact that he couldn't get Murph to convince him to stay. So he goes back and gives himself the coordinates to NASA.
I hope I've explained things well enough it is quite the movie to try to understand and explain. But if all else fails just wait a few days and give it another viewing! Its great the second time around and easier to understand. :)

/r/interstellar Thread