How does Cloudflare work?

Question

Domain Name System

Hey!
Connected Cloudflare to the site. Got a lot of questions.
Initially, the domain was delegated to Yandex.
Then I delegated the domain to the cloudflyer NS server.
1. Why, after changing DNS to dns.cloudflare.com, the service displays the IP of the server, shouldn't it hide it? Or do I need to additionally change the A record?
2. Mail on Yandex works in some magical way. Although the MX record is: IN MX west.ns.cloudflare.com.
3. Heard that they have enabled SSL support. In my understanding, have they become a CA issuing certificates, or are they becoming more romantic? How to know if SSL is working?
4. Server in St. Petersburg, me too, why does Cloudflare deliver content faster?

Answer 1

1. If not included in the DNS settings - no
2. It is not clear without more complete information
3. No, just partners with Comodo, their certificates are used
4. Depends on many nuances, from the correct setting of headers for static caching to the throughput of your server