I'm having some trouble understanding the answers to the following questions:
(a)
Why would it make sense for Eve to test out the $gcd(77, 35)$ ?
I understand that she has the following mapping
$e(x) = x^7\,mod\,35$
$e(x) = x^7\,mod\,77$
(b)
I believe this answer follows from (a)

Note that Eve has been eavesdropping since the beginning of the communication so she knows the exchanged secret $x$ and public keys $(e,N_i)$ of the participants.
Eve is wondering herself how to decipher this secret $x$. Then she realizes that factoring one of the modulus $N_i$ will yield the private key for deciphering the secret.
This is when Eve's comes to a bright idea. She's able to check if any of the modulus share a common factor. She picks $N_1 = 77, N_2=35$ from the public key list. Then GCD both and gets $7$ as a common factor of both, so Eve has instantly factored $N_1$ and $N_2$ therefore she's able to compute both private keys associated with these modulus, now she can forge and decipher the communication between these two parties.
For option $(b)$ she checks if any modulus share a common factor with other, but she isn't able to find a factor, so she will have to test other way to solve the underlying RSA problem.