[Dionysis]

"but what is the debug mode used for ?..."

pretty much 'debugging' yea. but, it occasionally throws in a few extra queries to tell you what is going on and you can use a dropdown menu to figure out the existing queries on the page, etc. Also, when programming you can throw in your own 'test' stuff in the debug function so you know what's going on in the background, but others won't.

as far as making a new admin page...

what do you want to do exactly? add an option to an existing drodown list on the LHS? hrm, i forget since mine are all hacked ^_^. to create a new admincp page, take a look at some of the existing ones like template.php. pretty much standard stuff, just need the link w/ on the LHS to go to it. do some digging.