I have 2 questions about class changing.
1. will a class-changed character gain skill point of his previous class skills when he practice it?
2. I heard there is an exp. penalty for using bishop. How will it affect the character leveling speed?
Please help.

If the skill class is not combatable with the new character then the answer to you first question is no (ie change a Bard to a Gadgeteer, and you can proactise music all you want - you can't increase it though proactise or level up - the skill is simply closed).

Bishops level up slower than most other classes - there are tricks to using them. Make sure you put your skill points into the major magic skills (ie wizardry, alchemy etc) and raise the fire air etc magic shools through practice. Buy and use spell books on your Bishop - save spell picks up (ie pass up some opportunities on level ups) so that when you qualify for the stronger level 6 and 7 spells, you can straight away select a bunch of them.