When using a Percent difference, Tableau calculates what the percent change has occured as compared to the last data value. BUT, for the first data value, there is no previous value to compare it to. Hence, it appears as NULL.

According to Tableau's official documentation -

All are correct, except - Copy of any local file-based data. This is contained in a .tdsx file (Tableau Packaged Data Source)!
According to the official documentation -

Data fields are made from the columns in your data source. Each field is automatically assigned a data type (such as integer, string, date), and a role: Discrete Dimension or Continuous Measure (more common), or Continuous Dimension or Discrete Measure (less common).
Dimensions contain qualitative values (such as names, dates, or geographical data). You can use dimensions to categorize, segment, and reveal the details in your data. Dimensions affect the level of detail in the view.
Measures contain numeric, quantitative values that you can measure. Measures can be aggregated. When you drag a measure into the view, Tableau applies an aggregation to that measure (by default).

By default, all of the above mentioned are stored in Documents -> My Tableau Repository