> 1. What does a double colon do in terms of class inheritance. ie.
> GameWindow < Gosu::Window ?

Nothing. It's a namespace thing.

> 2. Why would you want to use nested classes?

In order not to pollute the global namespace.

> 3. Is it bad practice to define constance out of classes?

It depends on whether you care about polluting the global namespace.
IMHO, yes.

> 4. How/Can you delete instance variables or objects?

By removing references to it (unsetting variables pointing to the
object) and letting the garbage collector do its work. I'm not sure
what you mean with "delete instance variables".

I hope the answers are about right. If not, please somebody correct
me.