问题 1:你说得没错,若是一个人应该是 for himself。
He thought it difficult for himself to go on with the experiment. 他认为继续实验对他来说很困难。(这两个“他”是指同一个人)
He thought it difficult for him to go on with the experiment. 他认为继续实验对他来说很困难。(这两个“他”不是指同一个人)
问题 2:it 为形式宾语,形容词 difficult 为宾补,for him to go on with the experiment 为不定式的复合结构,在此用作宾语。(注意不要拆开 for him 来分析)
问题 3:国内比较流行的语法书,像张道真语法、薄冰语法等都不错,选一本合适的就可以了。