Is it true that some parasites can change the behavior of their hosts?

It depends; the way parasites affect their host is on a case to case basis. Sometimes they don't; some parasites live happily of their host without their host knowing it (e.g. flatworms, roundworms in the intestines) because they don't do any significant damage to the host. Some parasites however, can significantly affect the behaviour of their hosts; fleas for example, can cause itchiness in dogs and cats, and so they scratch themselves incessantly especially if the parasite infestation is prolific. In some cases, the parasite kills their hosts; certain species of wasps lay their eggs in other creatures (e.g. spiders, catterpillars) and the host dies in the course of the larvae's development.

Yes, have you ever seen a slug out in the middle of a really hot day? They have parasites that drive them out into the open so they can be eaten buy birds and the parasite goes into its next stage of development in the birds stomach.

Yes, possible. Some species changes their sex due to such parasitic attacks, this is called parasitic castration. This is very common in crustacians when they are occupied by parasites. Many animal species show such behaviors.

True. Sorry, I've forgotten the classic example.