Where? Please provide a link.
The "sublevels" described in that diagram are there, yes, although "sublevels" is not a term I've seen used to describe them. The more usual term is "orbitals". The relevant quantity is not really the number of sublevels but the number of electrons. See below.
No. All electrons have the same mass. Only a limited number of electrons can fit into each orbital, so as an atom has more and more electrons, the orbitals with lower values of ##n## fill up, and electrons have to go into orbitals with higher values of ##n##.
The energy level ##n = 1## does not have any d orbitals. It only has an s orbital. You have to go to ##n = 3## before you have any d orbitals.
To a first approximation, electrons in all orbitals with the same ##n## have the same energy. However, there are a number of corrections which are different for the different types of orbitals, so if your measurements are accurate enough, you can detect the difference in energies between electrons in s, p, d, etc. orbitals in a given atom. Also, the energies will be different for different types of atoms (i.e., different chemical elements).