Should I keep that special monster? (the one you meet and can talk)
Will I keep it after the game is completed, or not?
Cuz if I train it, and then lose it later in the story, alot of exp. is lost.
And what does Agility?
And Wisdom?
And is it ok to synthesise my monsters directly when they reach lvl 10?
Do they always come stronger out of a synthesation, or not?
I'll answer what I can, but there's really no way to answer your "special monster" questions without plot spoilers. But simply put, yes, you should keep him. He's a major part of the plot of the game.
[title:Major Spoiler. Only open if you don't care about the plot or have beaten the game][title:I'm not kidding. It's a pretty major spoiler]Your "special monster" is the Incarnus. It will take on a new form each time you complete a shrine. Once it takes on a new form, you can synthesize it with another monster to learn the skill for that form.
You can use your Incarnus in the Scout Tournament, so it's a good idea to level him up. Once you win the scout tournament, Dr Snap takes him away from you and turns him into his dark form. Eventually though, you will track down Dr Snap, and you'll fight the dark form of your Incarnus. He will then re-join you, right before the final battle. You may or may not need him to win the final battle. It depends on how strong the rest of your party is.
After you finish the game, you'll be able to synthesize your Incarnus into any of its child or adult forms. Very cool.
Agility determines when you will act in battle. So the higher your agility, the sooner you act. In general, it's helpful if you can strike the enemy before they strike you.
Wisdom makes you magic more powerful / effective. So upping wisom on your healer makes them heal more. Upping wisdom on a magic attacher does more damage.
As to whether you should synth right at level 10, it's up to you. You get skill points at level 11, so I almost always wait until at least level 11. It really depends on whether you are trying to build up a skill before passing it on.
Monsters do not always come out stronger from Synthesis. You have to be careful about what you synthesize into. But the synthesis system will tell you if the monster you are creating is "New" or stronger (with a symbol). Usually the 3rd option isn't stronger, but will let you change families.