Terraria – I can’t mine orichalcum ore with a cobalt pickaxe

You just got unlucky crafting it. "Damaged" is a random modifier (which decreases damage) assigned to items when they're crafted or drop from monsters. Similar negative modifiers, such as "Broken" and "Shoddy," also exist.

Apart from making a new one, there's not a whole lot you can do about it at this point in the game.

However, later on (after you've defeated your first Goblin Army), you can find and rescue the Goblin Tinkerer, who allows you to reforge weapons, tools and accessories, for a price. By then, you'll likely have a different, way better pickaxe, though.

That is a new type of dungeon in the underground jungle. You fight the Golem there at the Lihzahrd Altar.

You can break the blocks once you kill the Golem. You can't kill the Golem till hardmode is activated.