The reason why Lost is not a Stage but a status flag (boolean) is because this way you can actually determine at what point your potential customer did not become one, i.e. you can figure how many opportunities in a stage, let's say 'First call', have declined your offerings at that point already. This way you could try to improve certain procedures or steps in your lead handling. Otherwise every opportunity would be in a Lost stage and you would need to investigate on each one individually what caused the loss.
This topic is discussed here as well: https://www.odoo.com/slides/slide/7878
In my opinion, this behavior makes perfect sense but then again I'm not a sales person.

However, Odoo doesn't stop you from simply creating a new Stage named 'Lost' in your pipeline into which you can move these leads/opportunities.

Information about how to create spreadsheets to analyse data can be found here: https://www.odoo.com/slides/390. There is most likely no direct answer since it depends on the data you are interested in. Reviewing the configuration of existing Dashboards however could provide you with some further details on how to build one that meets your requirements.