How do legendary creatures work with Inalla?

So I copy a legendary creature, does the legendary death go on the stack for me to respond to? Can I use an activated ability before it dies? Is it an actual "death" which triggers the goes-to-the-graveyard stuff? Do I still get ETB effects?

And maybe the most important question... does [[Confusion in the Ranks]] just let me steal everyone's shit? It looks like my first creature enters, triggers both confusion and Inalla, I give it to someone else and take their guy, then my copy comes in and I exchange the copy back for my original wizard? Did I just stumble upon the best card in Inalla or does it not work that way at all?

Sorry for so many questions, I'm excited about this commander I just need to fully understand the complexities. Thanks to whoever can help!