Let's just put this here from reference really quick, since most of the answers are going to be in the details of the school:
1.Illusion spells deceive the senses or minds of others. They cause people to see things that are not there, not see things that are there, hear phantom noises, or remember things that never happened.
Figment: A figment spell creates a false sensation. Those who perceive the figment perceive the same thing, not their own slightly different versions of the figment. It is not a personalized mental impression. Figments cannot make something seem to be something else. A figment that includes audible effects cannot duplicate intelligible speech unless the spell description specifically says it can. If intelligible speech is possible, it must be in a language you can speak. If you try to duplicate a language you cannot speak, the figment produces gibberish. Likewise, you cannot make a visual copy of something unless you know what it looks like (or copy another sense exactly unless you have experienced it).
Because figments and glamers are unreal, they cannot produce real effects the way that other types of illusions can. Figments and glamers cannot cause damage to objects or creatures, support weight, provide nutrition, or provide protection from the elements. Consequently, these spells are useful for confounding foes, but useless for attacking them directly.
A figment's AC is equal to 10 + its size modifier.
Glamer: A glamer spell changes a subject's sensory qualities, making it look, feel, taste, smell, or sound like something else, or even seem to disappear.
Pattern: Like a figment, a pattern spell creates an image that others can see, but a pattern also affects the minds of those who see it or are caught in it. All patterns are mind-affecting spells.
Phantasm: A phantasm spell creates a mental image that usually only the caster and the subject (or subjects) of the spell can perceive. This impression is totally in the minds of the subjects. It is a personalized mental impression, all in their heads and not a fake picture or something that they actually see. Third parties viewing or studying the scene don't notice the phantasm. All phantasms are mind-affecting spells.
Shadow: A shadow spell creates something that is partially real from extradimensional energy. Such illusions can have real effects. Damage dealt by a shadow illusion is real.
Saving Throws and Illusions (Disbelief): Creatures encountering an illusion usually do not receive saving throws to recognize it as illusory until they study it carefully or interact with it in some fashion.
A successful saving throw against an illusion reveals it to be false, but a figment or phantasm remains as a translucent outline.
A failed saving throw indicates that a character fails to notice something is amiss. A character faced with proof that an illusion isn't real needs no saving throw. If any viewer successfully disbelieves an illusion and communicates this fact to others, each such viewer gains a saving throw with a +4 bonus.
What about using Illusory Wall (4th) to reproduce a Blade Barrier spell (6th)? The target would avoid it until entered in contact. What if he gets in contact and fails his will save, and thus believe the illusion? Would he get the damages of a Blade Barrier? What would be those damage? Assuming a lvl7 wizard could cast such a spell, would it make a blade barrier of 7d6? What would prevent me of doing the same with Major Image?
Let's look at illusory wall and major image, respectively:
Components V, S
Range close (25 ft. + 5 ft./2 levels)
Effect image 1 ft. by 10 ft. by 10 ft.
Duration permanent
Saving Throw Will disbelief (if interacted with); Spell Resistance no
This spell creates the illusion of a wall, floor, ceiling, or similar surface. It appears absolutely real when viewed, but physical objects can pass through it without difficulty. When the spell is used to hide pits, traps, or normal doors, any detection abilities that do not require sight work normally. Touch or a probing search reveals the true nature of the surface, though such measures do not cause the illusion to disappear. Although the caster can see through his illusory wall, other creatures cannot, even if they succeed at their will save (but they do learn that it is not real).
Duration Concentration + 3 rounds
This spell functions like silent image, except that sound, smell, and thermal illusions are included in the spell effect. While concentrating, you can move the image within the range.
The image disappears when struck by an opponent unless you cause the illusion to react appropriately.
We can see that both have the (figment) keyword. (figment) spells cannot create "real" effects, and cannot cause damage. Even if a creature believes the spell to be a blade barrier, it cannot hurt him/her/it. If (s)he/it touches the illusion, they will simply pass through it, probably realizing that it isn't real in the process.
2.
And if I use Major Image (3rd) to create an image of a powerful Glabrezu, heat and odor included, that rushes toward my enemy? If he interact with that glabrezu and fight with him, completely believing the illusion... what would happens? Can he die from it?
Just like above, we can see that major image is a (figment). If someone/something is fooled by it, they can fight it, and you can make it react accordingly, but if it is struck, weapons will pass right through, and none of the effects that it makes are real, so there will be no damage. (figment) even specifically calls out being useless for a direct attack.
3.
What if I make an illusory pit with Hallucinatory Terrain (4th), and the target "falls" in it. Will he take the damages? How it would like to those who disbelieve the illusion? Would he just fall prone and broke his leg from nowhere? How could they go heal him?
Components V, S, M (a stone, a twig, and a green leaf)
Range long (400 ft. + 40 ft./level)
Area one 30-ft. cube/level (S)
Duration 2 hours/level (D)
Saving Throw Will disbelief (if interacted with); Spell Resistance no
You make natural terrain look, sound, and smell like some other sort of natural terrain. Structures, equipment, and creatures within the area are not hidden or changed in appearance.
This spell is a (glamer), which are cery similar to (figment) spells, but instead of making something appear, it makes something appear to change. Much like (figment) spells, it cannot cause damage; creatures will not "fall" into the pit. If they believe the pit is real, they will likely avoid it, but if for some reason they try to walk over, they will be able to as if it isn't there (and likely disbelieve it at that time).
No problem. Illusions have always been tricky things to nail down.
"Interaction" with illusions isn't really defined within the game, so it will unfortunately vary from table to table and from game to game. Spending an action talking to, attacking, or making a perception check to search on an illusion seems to grant a saving throw against an illusion with most people I've gamed with. Illusory wall is far less likely to have one of the conditions occur, but it was probabl put in just in case, and to standardize it with other (figment) spells. Seeing an object or effect pass through a wall may very well make you automatically succeed.
A character faced with proof that an illusion isn't real needs no saving throw. If any viewer successfully disbelieves an illusion and communicates this fact to others, each such viewer gains a saving throw with a +4 bonus.
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Interaction with illusions is hard sometimes to describe and it should be left for GM to decide. Deciding that target receives illusion disbelief immediately on sight is just as bad as believing that it receives disbelief only on touch. For Illusionary Wall I would say target receives disbelief on touch. Comparing the spell's level with other spells can give you some idea when to ask for disbelief.