I will answer your questions but you need to research more before using.
1. most steroids are oil based a few are water based (Winny V, suspension)-the usual gauge of needle (how big the hole is) is either 23 or 25 gauge, with 25 gauge being smaller. the smaller the gauge the harder it is to push through. That being said I have never had a problem pushing oil though a 25 gauge. Water based will usually go through a 25 gauge. the suspensions have crystals in them that can clog the needle so sometimes a larger gauge needle would need to be used. For thigh injections 25 gauge- 1/2 inch needles should be fine if you have a low bodyfat. you can also use 23 gauge 1 inch needles.
2. splitting up shots is up to you. If the substance hurts then I would do smaller amounts in more areas. but stuff like test cyp or eq I can do 4 -5 ccs in my ass with little to no pain. 2 -3 ccs in my legs 1.5 in shoulder and Triceps. So if you want to split them up do ahead but it shouldn't matter too much.
3. you can use a slin pin for HCG or a 25 gauge 5/8inch needle both are fine.