Be aware that if the grates are not made for coal you can destroy them practically overnight, additionally coal needs air from the bottom. If the stove is specifically made for burning wood it won't work.
What size coal should i use?
Whatever won't fall through the grates.
Pea or Chestnut.
How do I light it?
With wood, you can easily light it with a decent wood fire.
How much heat will it generate per pound + or -
Approximately 24 to 28 million BTU's per ton. 1 ton of anthracite is equal to about 1.2 to 1.5 cords of wood.
how do i store the coal? Can I get it in bags?
You can store it anyway you want, even on the ground. Moisture is not a big concern unless you have constant freezing temperature where it will get frozen together. They do have it in bags but depending on where you are at they can cost about double for bulk. Bags may be your only choice, the shipping is probably going to be outrageous.