Go onto the 'register' page on YouTube and signup. You'll then automatically get a channel (youtube.com/yourusername)
if my nick is jalpari then youtube.com/jalpari will be best for marketing my site or do i need to signup for a nick by using my site name like google has his nick youtube.com/google
As said, use the name of your website as the name of the channel. This way, if people see your youtube address is youtube.com/yourwebsite, they'll go on yourwebsite.com - if you put youtube.com/loop then the visitor is unlikely to visit yourwebsite.com
That's right. Also you should put a description of your site, as well as its URL, somewhere on your Youtube channel. This way it's very hard for someone not to catch the URL if they wish to visit it.