QWhen playing this follower's Fanfare ability, if I can't select an enemy follower on the field, can I still choose option 1 to have nothing happen?

ANo. If you can't select an enemy follower, you would be required to choose either option 2 or option 3.

QWhen choosing multiple options, can I choose the same option multiple times?

ANo, you can't.

QI have given this follower the Last Words ability "Banish this card" with its activated ability, and there is a Staircase to Paradise on my field. Do I put a soul counter on Staircase to Paradise when this follower is destroyed?

AYes. Before this follower is banished, it is first put into the cemetery, triggering Last Words and Staircase to Paradise's automatic ability simultaneously.

QCan I play this follower's activated ability only while it's in my cemetery?

AYes, you can.