1) I was told that Allah tested us before coming to this dunia, is this real and if yes would you explain it a little bit to me if it doesn’t bother you.
2) Do only us Shiaa muslims go to heaven? Do Christians, Jews or Atheists who do good deeds and help others go to hell knowing that Allah is the most merciful?

Yes we have verses in the Quran and traditions which state that the souls were tested.
See Sura Araf verse 172

Allah chooses who goes to heaven. The important thing is we do what is expected of us and leave the judgement up to God.