Genetic mutation. Some from exposure to effects that damage DNA, some from copy errors.
Each cause is different, most of the DNA damaging effects are caused by things such as radiation.
It didn't have a start, mutations are an inherent property of DNA replication, while evolution is the explanation of how such genetic variance combined with natural selection from the environment produces more prominent traits and over the long term, new species.
Yes, if something lives in a colder climate, usually the more beneficial traits to survival in such a climate will occur as the creatures with such genes will be more effective at passing on their genes (or oppositely those who have less effective traits will be less effective at passing on their genes).
Why did it start? It doesn't have a reason, mutation happens, natural selection is the product of the world and the life cycle.
How? Already listed.
What caused? Same as above.
What was before? It depends on what you refer to as everything, if you refer to life, you have to define what is life and non-life, at some point something we could not consider 'life' by our current standards became 'life' by our standards, just like how you might see one animal as intelligent and another as non-intelligent, but at what conditions would a non-intelligent creature become intelligent? It is subjective and hard to draw a line at that specific point.
Why is there anything? This question is irrelevant, there doesn't need to be a purpose for existence, nor is it pertinent. The ability to ask this question doesn't mean that there needs to be purpose.
It's a scientific theory, its not a 'theory' as the average person uses the word.
Asking causes will ultimately lead you to the point where it goes beyond our knowledge. Some people insert "God" here, but that seems to be illogical as once god(s) were blamed for the sun rising, but we know better now. God was also blamed for all sorts of things that science has filled us in on.