First attempt at looping through (not full) matrix led strip...

0x0A is hexadecimal 0A = B00001010 = Decimal 10

"its all these: 0x01 all over.. (kind of overwhelming at first)..

these are hex values? (addresses) for the MAX chip..."
Yes they are, I recommend you look at the datasheet, their usage will become clear then.

#define INTENSITY_ADDRESS 0x0A
// #define assigns the value of 0x0A to the variablle INTENSITY_ADDRESS, and the code cannot change change it later.
// I used 0x0A as that is how the datashet uses them, makes for less mistakes
// anything after the slashes are comments, even when on the same line

I don't think you have these correct:
/*
-pin 12 is connected to the DataIn (MAX pin:1)
-pin 11 is connected to the CLK (MAX pin:13)
-pin 10 is connected to LOAD/CS/SS (MAX pin:12)
*/
Arduino D13 is SCK, this is the clock line -> to MAX7221 pin 13
Arduino D11 is the MOSI line (master out slave in), this the serial data out line -> to MAX7221 pin 1
Arduino D10 is the SS line -> to MAX7221 pin 12
(you can assign other Arduino pins as SS also - but D11-D12-D13 are SPI hardware pins)

Need changes in this section:

#include <SPI.h>  // In the IDE, select Sketch:Import Library:SPI it will add this to the top of sketch
// define the variables, #defines here, etc.

void setup() {
  Serial.begin(9600);
pinMode (10, OUTPUT);  // need this, I would do it as #define SS 10, and then just use SS tho
SPI.begin(); // starts the SPI library

  Serial.println("--SET UP CHIP--");
  digitalWrite (10,LOW);
  SPI.transfer (INTENSITY_ADDRESS);  // you are correct 1 byte per transer
  SPI.transfer ( 0x07);                         // for these lines
  digitalWrite (10,  HIGH);
}