Installing CU update

Hi all, I have read and watch tutorial for updating AX, i wanna ask if I'm running AX RTM version and want to update to CU 10, should I install it from CU8 to CU10 or the CU10 already have all previous updates inside?

and what is the common problems that occur during and after updated?

Which server should I install it, is it DB server or AOS server? 

Is the "merge automatically" in the AX  applicable to some customized done in std Visual Studio SSRS report? as this is my first time to update AX.

Thanks in advance.