I'll defer to sunfighter, he seems more fluent in web stuff than I, but I'll try to tackle some of those questions.
Why the console doesn't work is still a mystery, as it works on mine, with the exception of Firefox running the files locally. Did you try other browsers?
alert stops all code execution, so it can be handy to slow things down. But, another big difference is that it's much older. Browsers didn't use to have the console interface at all, let alone a unified API for one, and then it was staggered as to which browsers supported what. That difference should be long irrelevant now, one hopes, but you never know.
I, personally, would stick with console.log for everything unless, as mentioned above, you need to slow down the code near a trouble spot.
document.write inserts stuff directly into the DOM so that you can see it in the browser. That's just another clue in the mystery, I guess. To me, that says that it's not a CSP problem like I had, but is a problem with the developer console. What that problem could be, I've no idea.
Unfortunately, I'm out of the loop in modern web stuff. But, even so, I'd recommend getting a solid grasp of the JavaScript syntax and then learning a framework. The learning curve for each one is about the same as learning JavaScript itself, but it's rare to write a site without one, at least when you're starting out. Start with a client-side library like jQuery UI to build attractive/intuitive user interaction a little easier. Then, to make a site that actually does something, you'll need to dive into server-side. Just so you're only learning one language at a time, I'd stick with server side JS and try Node.js. That's getting into the deep end, but there are a ton of tutorials out there.
