. . . . First issue why does it change my videos frame rate? my video is 59fps and it'll change it to 23.98 or something like that. . . .
Probably because the project is set to 29.97 fps - press the E key to get to the projects settings circle 1 in image below
When set correctly check 2 to ensure all your projects start with the correct framerate.
. . . . And second question...why does it automatically create a magix mp4 file even if i click dont save. . . . .
Do you mean a Magix mxv file ? If so then this means you have the Automatically create proxy files option set - see image above - you need this to be on to ensure smooth preview playback