Finality counters don't stop permanents from going to zones other than the graveyard from the battlefield. For example, if a permanent with a finality counter on it would be put into its owner's hand from the battlefield, it does so normally.

Multiple finality counters on a single permanent are redundant.

Finality counters work on any permanent, not only creatures. If a permanent with a finality counter on it would be put into a graveyard from the battlefield, exile it instead.

Finality counters aren't keyword counters, and a finality counter doesn't give any abilities to the permanent it's on. If that permanent loses its abilities and then would go to a graveyard, it will still be exiled instead.