1. You probably take a certification course. Someone who works in the ESL program there should be able to tell you what certification you need in Minnesota and how to get it.
2. No. If you are working with a very particular immigrant population, it may be helpful for you to communicate if you know their first language. However, 1) you may be working with a mixed group who speak a variety of first languages, and you could not be expected to know all of them, and 2) there is also the argument that the best learning comes from total immersion. If they know they can communicate better with you in their first language, it reduces their motivation (imperative) to communicate in English.
3. I have no real experience with this, except as a learner of other languages. Usually we start with the alphabet and the phonemes so we know how to pronounce the different sounds. You'll also need to find a way to communicate the basic instructions you will want students to follow in the class: listen, repeat, read aloud, have a break, class is over... There are a lot of different methods you can explore. Some teachers will talk a lot at the beginning so the students can get used to listening to the sounds of the new language. Others focus more on student-driven exploration of the language. I had fun exploring The Silent Method in my TESL class.
4. I think it depends on the individual and what aspect of teaching they find most challenging. Keeping the students motivated, finding an appropriate curriculum and pace of learning, dealing with students in the same class who have different levels of language ability, communicating class instructions so that students will do what you really want, setting appropriate and achievable goals, grading the class and testing language learning vs. language ability, dealing with cross-cultural communication or different cultural expectations, and classroom discipline can all be potential challenges.