1. Is Phibbrizo good or evil? Some people on the web say he's evil, others say he just went insane.
Considering that he is of the Monster Race, and a Dark Lord at that, he's definitely evil. (No Monster can truly be good as it goes against their nature!) I wouldn't say he's insane, either. He was just doing what he was made to do (return the world/universe to Chaos.) He may have succeeded had he not attacked Lina while she was possessed by the Lord of Nightmares..
2. Who the heck is Deep Sea Dolphin?
Deep Sea Dolphin is one of the lesser-known Dark Lords.Her domain is in the ocean, of course. She has been rumored as being insane, but I can't confirm whether that is true or not. It has also been said that she's at odds with Greater Beast Zelas Metallium, but I have official artwork of the two with each other, and they seem quite fine. Lina and Gourry have not come up against her as of yet (in the novels.)
3. Do you know anything about Gourry's past?? His family, where he came from, his parents, or anything??
All that is really known about Gourry is that he came from the country (kingdom?) of Elmekia. He also has a brother (at least) who he was at odds with over the Sword of Light. He did mention being in a war, and is obviously very skilled with a sword, and worked as a mercenary before running in to Lina. Other than that, Gourry's background is a mystery!
4. I saw in your merchandise section, there's cover of slayers ex, what is that?? Is it ovas, audio cd??
Slayers EXTRA (1-4 plus the N>EXTRA's as well) is a drama CD, featuring the main cast and their antics. Most of the EXTRA's plots are taken directly from the Special novels, but rewritten to include Gourry, Amelia, and Zelgadis. (Naga gets the boot!)