1. 젊다 and 어리다 are both translated to young, but 어리다 tends to mean a childish young while 젊다 tends to mean college student or early adult-ish youth. Also 어리다 is a word more often used by young people and 젊다 is more used by elders.
2. I'm not sure about this one. I think 즉시 has a closer meaning to 'as soon as' while 바로 has a closer meaning to 'right away'.
3. The 의 of 의문 means suspicion. So 의문 is a question that arises from a suspicion like 나는 그가 거짓말을 했는지 안 했는지 의문이 든다. Whileas 질문 is a question that arises from confusion, misunderstanding, not knowing, etc, as in 선생님, 질문 있어요.