Concerning the number of knobs, i thought that the midi cc string is the same size wether or not im using all of the control channels.
Is this true?
Yes the CC string is the same but it will take longer and more code to go round and check the value of 30 knobs than it would to check one.
If there will be so much that i will notice it while playing live is what i am after.
Well that is down to you some people can detect shorter latency than others, some say that no MIDI system is good enough because of the latency. Also the latency depends on things other than the MDI controller like your software and tone generator.
but i don't know if they already calculate the velocity
They don't, it will be down to the way you wire it up. In that case you will need two arduino inputs for each key, how many keys do you want?