When you've just seen a spider in your room, it's better to ask, "What is this?" This is because the spider is right in front of you, and "What is this?" is a more natural and immediate way to inquire about its identity.
Regarding the second question, both "A spider ate another spider" and "One spider ate another spider" are correct ways to convey the idea that one spider consumed another. The choice between them depends on the context and the level of detail you want to provide. "A spider ate another spider" is more straightforward and general, while "One spider ate another spider" is slightly more specific, emphasizing the individual spiders involved.