What are the comics that lead up to the thanos imperitive? I wanna get into GotG stuff. I remember hearing there is a bunch of stuff that leads up to it. What is the order I should go about?
Depends on just how much you want. Right before Thanos Imperative is Realm of Kings, which can be bought in the form of the Realm of Kings trade, Guardians of the Galaxy volume 4, and Nova volume 6. Altogether that's about $60 depending on where you buy it.
Before that is War of Kings, with GotG volume 2 and 3 and Nova volume 4 and 5, plus the War of Kings trade. There's more to it than that but that's the core stuff. That'll probably cost you over $100, unfortunately, and even more if you want the full story.
Before that is Annihilation: Conquest and before that is Annihilation, where modern cosmic begins. I'm not going to list all that but I think you get the picture that it's pretty expensive to procure all of that. Your best bet is to get Annihilation (3 books) and then the four volumes of GotG, then Wiki the rest. You will save loads by going digital too. And if you want you can acquire the rest of the books at your own pace.
Why does Henry Pym have so many different superheroes to his name? Ant-man, Wasp, Yellowjacket, Giant-man, etc.
Hank is kind of insecure and schizophrenic. Ant-Man was his original alias, Giant-man was basically to shut up folks who said that shrinking was a lame power, Yellowjacket was during a dark time in his life where he was going totally crazy and he created the Yellowjacket identity to shield his own psyche from the messed up world full of superheroes he was a part of.
Hank's had kind of a tough life in the comics and things never seem to work out well for him. Unfortunately, this has been his weak point as a character in fiction probably more times than it has been his strong suit. The Yellowjacket wife-slap thing was pretty typical Bronze Age stuff, but since then he has been shit on by writers both good and bad, which is the real reason he's not a more popular character. Although recently in Avengers Academy and Earth's Mightiest Heroes, a lot of his past is either being undone or paved over.