Those are very SMART questions!
There are many types of BJD's, but the most widely accepted ones are made of resin and are jointed with stringing inside. Sometimes, the hands and feet are removeable and can be swapped. Sometimes they can't. Many experienced collectors will also swap heads (praying for the resin to match) or swap heads and repaint the resin.
The doll itself is hollow (to allow the stringing to go through) and the head is the same. The top actually clicks off and the stringing usually ties in that little cap. The eyes are in place with putty which is readily available, and it isn't uncommon for collectors to replace eyes. You can even get wonky eyes like cat eyes and things.
The face itself is usually, but not always, unpainted. Many sellers will sell the "Face-Up" at an extra cost, but others include it. My advice is to get a pic of a doll's face up you like and pay the little bit extra for a "custom face-up" from the manufacturer whenever possible. Other things that are sometimes "extra" are sanding (so the surface of the resin in smooth), coating (this is a layer of protective stuff on the resin - very debateable as to the effectiveness of this) and things like wigs/outfits.
There are variations in body types, especially with the jointing systems, and there are also variations in complexion. There are now a few darker resin BJD's, however, there is a company from Korea that also made little colored elves in green and such. Many people are having a lot of problems with the resin discoloring in as short of time as a month. So, if you do want a "strange color" it may be wise to wait for the medium to be perfected. The variations are a new development with the resin, and not all makers have the climate control necessary to perfect the resin at this time. Saying that, do your research. I haven't heard anything negative about the "tanned" looks available from more reputable companies. There are also resin variations between companies.
This is pretty much everything I know - which isn't much. I'm sure others will be able to help more.

Good luck!