Confusion on suspicious transactions

I'm doing some work on the bitcoin transaction graph and there's some stuff I don't really understand.

• How are there transactions recorded on the Blockchain that send money without recording what the recieving address is?

• Why are there known burn address and why would you send money to one?

• Why have I found multiple transactions in an recent block that send money back to their own address repeatedly? Block 844035 FYI.

These are all things I have observed from looking at the actual bitcoin Blockchain data.