1. What are the informations I need or to learn to create such editor?
You need to know how to write a fairly complicated modeless event-driven GUI application on the platform of your choice. How hard this is depends entirely on the type of game that you want to make an editor for. You haven't specified this, but if you are thinking about anything 3D then writing an editor from scratch will not be easy.
2. What are the steps in creating the editor? I appreciate even such small, general/not expanded steps.
This is way too general of a question. Basically if you have to ask you are not ready to do it. Decide which GUI framework you are going to use (Qt, WPF, WinForms, Win32, wxWidgets, etc. etc.) and learn how write applications with it.
3. Is the game size will become bigger if I use an editor than the game that didn't use one?
We need to define what we are talking about when we talk about an editor.
4. Do I have to mess with the compiler?
You will probably have to mess with the compiler, which is actually a good definition of programming i.e. what do you do for a living? I mess with the compiler!
5. How can I make the created game MADE with the editor DO its instructions sequentially?
I think what you want is an editor for art assets plus embedded scripts in some scripting language and then a "player" application that loads the assets and runs the scripts?
6. How can I put assets/ resources (e.g. sprites) together so that the created game will have that file but not letting know the player see what the raw content is in that directory (e.g. use Photo Viewer to see what's the resources look like or use Media Players to play the files).
Use zip files but with a different extension than .zip