I have the following problem
a) I say that the vectors are linearly independent because they are not scalar multiples of each other.
b) This one I'm struggling with. How do I find the dimension of the vector space? Is it 3 dimension due to the fact that the vectors only have 3 coordinates? Is it so simple?
c) I'm not sure what to say here. I don't think it belongs belongs to the span. If this is true, can it be explained by the same reasoning as in a)?

These questions are related to the concept of a subspace. The ambient space here is $\mathbb{R}^3$, but there are many subspaces of $\mathbb{R}^3$.
What are the subspaces of $\mathbb{R}^3$? There are two trivial spaces. The space consisting only of the vector $\langle 0, 0, 0\rangle$ is a zero-dimensional subspace and the whole of $\mathbb{R}^3$ is a three dimensional subspace of $\mathbb{R}^3$. The other subspaces are one and two dimensional.
The usual way to define a subspace is to specify a spanning set, that is, a set of vectors. If $S$ is a set of vectors, then the spanning set of $S$, usually denoted $\textrm{span}(S)$, is the set of all vectors that can be written as linear combinations of elements of $S$.
In this case, you want to know the dimension of $\textrm{span}\left(\left\{\vec{a_1}, \vec{a_2}\right\}\right)$.
It can't be zero dimensional because it contains non-zero vectors. And it can't be three dimensional (or higher) because there is a spanning set with two elements.
Could this subspace be one dimensional? It it were there would have to be a single vector $\vec{x}$ that spanned the whole subspace. But that would mean that there would be (non-zero) scalars $\lambda_1$ and $\lambda_2$ such that:
But then we could write $$\frac{1}{\lambda_1}\vec{a_1} - \frac{1}{\lambda_2}\vec{a_2}=\mathbf{0}$$ which would imply that $\vec{a_1}$ and $\vec{a_2}$ are not linearly independent, contradicting your answer to question 1.
All of this is a roundabout way to get to the conclusion that if $S$ is a finite set of linearly independent vectors, then $$\dim(\textrm{span}(S))=\vert S\vert.$$
For part 3, you already have the right idea. To show that $\vec{a_1}$ is not in $\textrm{span}(\{\vec{a_2}\})$, you just need to show that there is no $\lambda$ such that $\lambda\vec{a_2}=\vec{a_1}$, which will follow directly from the fact that $\vec{a_1}$ and $\vec{a_2}$ are linearly independent.