Hi, I had a few questions about Russian, and some of them may sound a little stupid, but I still need to ask.

1)
"из России"- I understand this means "From Russia", but why does Россия change into России?

2)
Also, the phrase "Мой друг из России зовут Катя", is this grammatically correct? I'm trying to say "My friend from Russia is called Katya"
Because I saw somewhere that this type of sentence should be written as "Моего друга из россии зовут Катя"

If the second sentence is correct, why do I used "Моего друга" instead of "Мой друг"

3) Last question is that I heard the word "My" (мой) changes depending on the gender of the noun, and I understand that and can use the word properly, but I heard that actual gender takes precedence over the gender written, such as "Мой папа" even though "папа" should be considered feminine due to the ending. I was just curious whether this is true and if it would be correct to say "моя друг" when referring to a female friend?

Thanks for any help anyone gives, and have a nice day