I want to make my own board with a atmega 2560V with 8MHz.
I read that some have problems with burning a bootloader to it.
With Nick Gammons bootloader it seems to work.
But how do I set the frequency of the atmega?
The original Arduino mega 2560 uses 16MHz...
And will there be issues with arduino libraries?
Frequency is determined by the frequency of the crystal when using an external oscillator. You also need a matching board definition in order for the timing to be correct. I strongly recommend using MegaCorehttps://github.com/MCUdude/MegaCore, which provides board definitions for the 2560/V (and many similar parts) for most plausible clock speeds.
If you're using the internal oscillator, be aware that the factory calibration isn't precise, and the variation between chips, and with voltage and temperature, is such that serial may or may not work. The internal oscillator is selected with the lfuse - MegaCore has that all handled though, so you just select the clock source from a menu.