Using relay module with arduino

Leo thank you for your detailed answer but with many details come some confusion.

  1. What is the purpose of the JD-VCC jumper?
  2. How does the JD-VCC differ from VCC
  3. How do I know if a specific realy module (for example the one in the link) is an opto-isolated or not? (let's say nothing is written about it in the description)
  4. I am planning to connect my home 220V AC to the relay. How do I know if I should or shouldn't care for opto isolation?
  5. Why is this so important? "DO_NOT_CONNECT_RELAY_GROUND_TO_ARDUINO_GROUND"

Many thanks