Question 1: Are voltage spikes a possible problem with the relay I bought and the three devices I am using?
The relay module has a diode across the relay to suppress "voltage spikes" from the relay coil itself. The devices you are controlling however are a potential source of interference as they are switched on and off.
Question 2: What can I do against it?
It is most important to keep the mains (or other controlled power) wiring to the relay contacts completely separate from any of the microprocessor or control circuitry and always wires to each part of the circuit must be paired together, supply with return or control with return. You may need to fit "snubbers" across the relay contacts or the switched devices themselves.
Question 3: Do I use a resistor from Arduino to the trigger from the relay? Is that possible, necessary, unnecessary?
Did you notice that such a resistor is already in the circuit I provided?
Question 4: I read before that I should put a resistor from the digital pin (signal) to the ground if I am dealing with multiple circuits. I read this when I was looking for MOSFET transistors and solenoid valves on 12 V. I don't know if it is a good idea to use it now as well.
Can you tell where you read this? Without context it has no meaning. You do not do things without understanding why you are doing a particular thing,
Question 5: Is this a so called optocoupler or does it work with a magnet?
Is what either of these?
Your relay module does not include an optocoupler. Some do.
Question 6: How many of those can I attach to an Arduino UNO. I know the trigger current is only 5mA, but maybe the overall consumption is much more?
The UNO, if properly powered can drive a total of 100 mA to one 8-bt port. That would allow you to drive 20 of these relay modules at 5 mA each.
"Properly powered" means by a proper 5 V supply to the "5V" pin or the USB port for prototyping, not the "barrel jack" or "Vin" which you should definitely not attempt to use.
The relay modules themselves must be powered by that same properly regulated 5 V supply, their power supply has nothing to do with the Arduino.