Who were the daughters who "arose to comfort him"?
Rashi #1 (citing Rebbi Yehudah): They were twins who were born with each of the tribes. 1
Ramban: They refer to his daughter (Dinah) and his granddaughter (Serach the daughter of Asher). 4
Whom the brothers (from one of the other mothers), married - and it is permitted for a Ben No'ach to marry his paternal sister. Da'as Zekenim: The Avos kept the Torah (the additional Mitzvos of Yisrael) voluntarily - when they wanted, they did not.
Here the Ramban does not describe them as Kena'aniyos (Refer to 38:2:2:2), though later, in Bereishis 38:2, he does. He goes on however, to explain that Kena'aniyos is not precise, and that what Rebbi Nechemyah means is women who lived in Kena'an, but who were from other nations, like he explains here. See how he goes on to explain the argument of Rebbi Yehudah and Rebbi Nechemyah.
As we find in Megilas Rus, where Naomi referred to her daughters-in-law as 'my daughters' (Ramban).
And, as the Midrash says, people tend to call their granddaughters, daughters (Ramban).
Why could Yakov not be comforted - even after twelve months?
Rashi: Because the decree of forgetting is confined to a dead relative, not to one who is alive.
Seforno: He deliberately declined to accept comfort, in order not to alleviate his concern (over Yosef's fate).
Ohr ha'Chayim: Hashem gave Yakov a Siman, that if none of his children die in his lifetime, he will not see Gehinom. Now, he was concerned lest he see Gehinom. This is why he could not infer from his inability to be consoled that Yosef is alive (refer to 37:35:2:1).
Malbim: They had a tradition that the proper structure of Klal Yisrael requires 12 Shevatim. 1 This is why he had a tradition that if none of his children die in his lifetime, he will not see Gehinom.
He could have another son in place of Yosef! Rashi (verse 10) implies that at least one of his wives', i.e. Bilhah, was still alive [at the time of his dreams, shortly before this. - PF]
What did Yakov mean when he said that he would go down in mourning "She'olah" (to the grave)?
Rashi #1, Rashbam and Targum Yonasan: He meant that he would never accept comfort on Yosef as long as he lived.
Rashi #2: He was referring, not to the grave, but to Gehinom, to a tradition that he had that, if none of his children died in his lifetime, he would not descend to Gehinom, 1 but now that Yosef was dead, this assurance no longer applied.
Seforno: He undertook to mourn for Yosef as long as he lived, because he considered himself at fault for sending him to his brothers. Refer to 37:34:2:1*.
Hadar Zekenim #1: Heretics learn from here that also Tzadikim (e.g. Yosef) descend to Gehinom. They err. Yakov meant "I will go to Gehinom due to my son"; I sinned through sending him to a dangerous place (Refer to 37:34:2:1*).
Refer to 37:35:2:3.
Moshav Zekenim: We learn from "v'Nivrechu Becha Kol Mishpechos ha'Adamah uv'Zar'echa" - also your children will be blessed (not die in your lifetime) - "Ki Lo E'ezavcha". One who descends to Gehinom is called Azuv (abandoned). He was also worried lest he be "Ne'ezav v'Zar'o Mevakesh Lachem."
Hadar Zekenim: Iyov said "Mi Yiten bi'Sh'ol Tatzpineni" - he did not desire Gehinom, rather, death.
Ha'Emek Davar: Also David said [about the baby who died] "Ani Holech Elav" (I will die in the end, like him).
Why does the Torah see fit to tell us that his father wept over him?
Rashbam #1, Hadar Zekenim #1: It means that he continued to weep for a long time. Ha'Emek Davar - it did not write this above, rather, here, to teach that he cried over him as long as he mourned.
Ohr ha'Chayim: When Yakov mentioned Yosef's words, he cried.
Riva: If it referred to Yakov, it would not need to say "his father", for it was discussing him! Also, it already said that he mourned him, which always follows crying - See Mo'ed Katan, 27b.
He did not mourn however, since he knew that Yosef was alive. Seforno - Yitzchak wept because, since Yakov undertook to mourn all his life, the Shechinah (which only rests where there is Simchah) would never again rest on him.
The Torah does not say how they tried to console him. What did they do?
Ohr ha'Chayim: Yakov was pained like one who lost an only child. His 11 sons, 11 daughters 1 and many grandchildren gathered to console him - one who has so many children should not be pained so much over the loss of one of them. This is why it says "Kol Banav v'Chol Benosav". This did not help, for he loved Yosef more than all of them together; the Zohar explains why.
Why were there only 11? According to the opinion that a twin was born with each Shevet, there were 13 (with Dinah - PF)!