I cannot recall any question that was JAA specific, they were more general in terms of aviation knowledge.
As for family joining, they can absolutely come with you from day 1. All the people at Emirates are suggesting is that you donīt as it could affect your abilities of concentrating on the course. You might (will) be sent somewhere else for the sim so then you would leave your family in a new country with all the hassle that comes with that, while you are sat in a hotel across the world worrying about that. So, with that in mind, you can but you probably shouldnīt.
If they join from day 1 it will be on a tourist visa for them, so they need to leave the country and come back again to enter on the permanent visa. Basically just drive across the border to Oman or something like that.
Myself, I have not joined yet, but I will soon and I will not bring the family until Iīm finished. I do believe what I have written above is correct though.