i guess that it is not that important, the information in alexa shows the combined pageviews and visitors of your site which is not that great for a basis!
Not important for traffic. But Alexa ranking is important if you try to sell adspace or your website even.
it depends, i mean for advertisers sometimes it is quite important but actually it is quite insignificant because alexa rankings are based upon the visits by users who have alexa toolbar installed on their browsers and that no. I am sure is not very big