A few questions about evolution from someone mostly ignorant about it

Now I haven't looked into this and I know I could get answers by searching. But that would require a massive amount of time and energy, and to be honest evolution is something that while I find interesting, isn't on top of the list of things I want to research. 

NOTE : I'm not sure if these are dumb questions so if I seem like an idiot you are probably right, but I'm a curious idiot, so let's begin.

1. How many transitional species have we found? As in animals that may have started to develop something but weren't all the way there, such as arms or legs. Because from what I've seen, the animals we've found are complete, they don't have any things that are still forming. It just seems that they are linking up separate animals that have similar characteristics and saying they evolved from one to the other. So yeah I'm just wondering how many creatures we've found, that started to develop something but hadn't yet, so you can point to one part of it's body and say "that is where the arm started to develop". 


2. If an animal was starting to develop an arm, wouldn't their body have to know it was developing an arm? For the first few thousand years, all their arms would be is stubs, which are basically useless. So why would an animal develop useless stubs, that would only turn into something useful thousands of years down the track? 


That's basically it. I had 2 other questions but I couldn't write them down properly... so thanks for reading

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