What Does Its Name Mean?
CoroCoro Comic's name comes from a phenomime
korokoro representing something spherical, fat, or small (which children like, or something).
Who Makes It?
It's a monthly magazine produced by the Shogakukan.
Why is it the first to give out info instead of an offical Nintendo magazine?
It promotes different kinds of popular Japanese series supposedly aimed towards elementary aged boys. It's not a Nintendo magazine anyways.
What else does it have in it besides Pokemon stuff, if anything?
A lot.
http://en.wikipedia.org/wiki/CoroCoro_Comic