Why did he say "this city, Yericho"?
Radak, Malbim citing Sanhedrin 113a: One may not build it and call it another name, nor build another city and call it Yericho.
What is the reason to forbid rebuilding it?
Radak (17): Hashem told Yehoshua so. 1
Radak and Malbim, both citing the Rambam: It is to make a lasting testimony of the miracle. Whoever sees the wall sunk in the ground will understand that this is not the way buildings fall; rather, it was a miracle. 2
What is the meaning of "bi'Vchoro Yeyasdenu u'Vitz'iro Yatziv Delaseha"?
Rashi: At the beginning of the foundation, his first son will die. He will bury him and proceed [to bury his other children], until his youngest son will die when he finishes the job, i.e. erecting the doors.
Why did he give such a curse to one who will rebuild Yericho?
Malbim: In place of rebuilding a ruin for a remembrance for his name