Question about weapons and items

Why is there a delay for using the weapon, not just a cool down. Also, how does this crossbow work? Do we have to load it for a single shot each time?

Not sure what you mean by a delay in using the weapon, but in terms of reloads - different skills have different numbers of shots per clip, ranging from 1 for e.g. high velocity rounds to 5 for galvanic to 25+ for rapid shot.

Support gems also exist to increase this, and quality on the skill gems also increases the clip size for some skills.