It's up to the host's discretion whether to include any, but they're used pretty often. If we take a sample from the last twelve regular games (speed mafia not included), eight of them had one or more Third Parties - meaning two games out of three.
Also, the bigger the game, the more likely to see a larger variety of teams (a second mafia, Lovers, Masons, Mentor/Mentee and so on), but that's also not a given. You never know when a host's gonna surprise you with an unusual setup
Correct, the Serial Killer is all by himself, like a vanilla mafia member who lost all his teammates.
![Nerd :nerd :nerd](/forum/styles/default/xenforo/smilies/th_nerd.gif)
No one to communicate with, and can choose to kill someone every night until he's the only one left.
And don't worry about asking questions, there's a lot of stuff to read and learn at the beginning. And even among experienced players, we constantly come up with doubts and ambiguous interpretations of the rules