She also had telekinesis and mind communication, but had so little control of the former that it was largely useless: the only time she managed anything bigger than spoon-bending was beating up the teacher who tried to kidnap her.
Can Friend do physical harm? If so, what methods?
He's pretty much an average man, so yes, he can.
An average man with lots of financial resources, important political connections and a a HUGE workforce. A bit like Trump, just less douchy
Does the series ever make clear exactly why everybody followed Friend? All of his speeches seemed to just be complete nonsense.
It's because he fooled people with stage magic that he pretended was miracles.
Plus, as you might expect from a cult, brainwashing was probably involved for a lot of them, with the main goal being "make them have to think so hard they can't think of anything again" (and thus why they'll readily accept anything he does as a miracle and anything he says as meaningful).
Most bogus religions can brainwash their followers to do just about anything. Aside from that, in tha manga it shows how there are so many people who will follow a religion merely because they need to believe in something. The church of Scientology has often made its subjects steal mmoney for the church leaders and yet they never question these orders.
Also, it can be said that many Atheists share these exact sentiments towards organized religion, as a whole.
Why was the Bonus Stage something each person went to their own copy of the first time we saw it and something everyone who went in a shared version of after?
It was never said that it wasn't shared the first time, it's just that they never met.
Yet the other two participants killed themselves, supposedly for the same reason the survivor was in a halfway catatonic state for more than a day.