You are getting a lot of good info, but I'll kick in a little.
Why do you have to mark the eggs? And what do they mean by 'turn an odd number of times a day'?
You do not "have" to mark the eggs, but if you are hand turning, that makes it easier to know that you turned them properly. You can buy turners that come with the incubators that do the turning for you. You sure do not need to mark the eggs if you have those.
The theory behind turning them an odd number of times a day is that if you are gone long periods of time, like to work, or if you sleep all night instead of getting up a few times to turn the eggs, the eggs do not always wind up on the same side for that long period of time. Deending on when you turn them, you do not "have" to turn them an odd number of times, but if you have one long period in there where you donpt turn them,. it does help some people. If you turn them six times a day, every four hours, that is better than turning them three times a day at irregular intervals. You just "need" to set your own schedule but realize you do not want them to be on the same side most of the time. Depending on your household's schedule, someone may be able to turn the eggs four times a day every six hours. That is not a bad schedule.
Do you have to candle eggs? And what do they mean by 'make a hole slightly smaller in diameter then the egg through which the light will pass' do you make a hole in the egg?
No, you do not "have" to candle the eggs. Candling is great to see what is going on inside the egg. It is really interesting. Plus, if an egg is not developing or shows signs of having a bacterial infection, you can take it out of the incubator. If bacteria get inside the egg, they can multiply and cause the egg to explode, which can mess uo the other eggs and infect them. You can also catch the ones that have bacteria by sniffing the eggs, say once a day when you turn them. You can tell when an egg is going bad.
After you receive the first fertile egg do you put it in the incubator and then the next day you put the 2nd egg in the incubator? Wont they all hatch on different days? They will only lay 1 fertile egg a day, correct?
You need to collect all the eggs you want to hatch and start them the same day. If you read this article, it gives great information on how to store the eggs for incubation.
Texas A&M Incubation site
http://gallus.tamu.edu/library/extpublications/b6092.pdf