Why did he remove his clothes?
Rashi: He removed his royal garments and wore garments of the Talmidim.
Radak: When Nevu'ah comes on a person, his senses are Batel and he falls, like it says about Bil'am "Nofel u'Geluy Einayim" (Bamidbar 24:4) and Daniel "Hayisi Nirdam Al Panai u'Fanai Artzah" (Daniel 10:9). Sometimes he removes his clothes amidst loss of his senses and thoughts about his soul; he is left only with intellect.
Why does it say "Gam Hu"?
Radak: Also the Talmidim removed their clothes.
What is "Arum"?
Rashi citing Targum Yonasan: Birshan, i.e. naked. R. Menachem heard from an Aravi that Birshan is 'crazy' in Aravi language.
When would people say "ha'Gam Sha'ul ba'Nevi'im"?
Radak (10:12): When a lowly person rose.
Malbim (10:12 and here): It was when someone reached prophecy without preparation via choice. Even though also his messengers had Nevu'ah, it was only for a short time and only in front of Shmuel. Sha'ul had prophecy the entire day and night, and before he reached Shmuel, therefore it was said only about him.