Has Islam made it incumbent on us to give our children particular names?
No, it hasn`t, but it is desirable that we give them good names.
What is the ruling on training dogs that are of benefit?
All perfect praise be to Allah the Lord of the Worlds. May His peace and blessings be upon our Prophet Mohammad and upon all his family and companions.
This is permissible because Allah The Almighty Says (What means): "They ask thee what is lawful to them (as food). Say: lawful unto you are (all) things good and pure: and what ye have taught your trained hunting animals (to catch) in the manner directed to you by Allah. eat what they catch for you, but pronounce the name of Allah over it: and fear Allah. for Allah is swift in taking account." [Al-Ma`idah/4]. However, it is prohibited to keep dogs for no benefit because Salim reported on the authority of his father that Allah's Apostle (PBUH) said: "He who kept a dog other than one meant for hunting or for watching the herd, lost two qirat of his reward every day." [Moslim]. And Allah The Almighty Knows Best.
Is it permissible for me to name my newborn baby boy “Al-Moustafa” ?
There is no harm in naming your son “Moustafa” without using the ”Al”.
Was Prophet Jesus (Peace be upon him) baptized?
It is established that Prophet Jesus (peace be upon him) was circumcised on the eighth day after his birth, as was the case with all children of the Children of Israel. And Allah The Almighty Knows Best.