Q1: There was a comedy group called "The Three Stooges" (you may be able to see some of their work on line. Search for "The Three Stooges." or for "Larry Moe Curly Shemp"). They did physical comedy (trip on things, walk into walls, hit each other on "accident," fall into things, set things on fire, that kind of comedy). They were silly and foolish. (which is why they were funny)
One of them was named "Shemp." Rachel is comparing Ross to "Shemp." She's saying that he's being silly and foolish, just like one of the people in that comedy group.
Q2:
This is harder to explain.
First: "Nobody likes change" is kind of a saying. People will say it (or something similar like "I don't like change.") when something is different and they don't like it because it isn't familiar. (For example, they get a new bus driver. same route, same stops, nothing has changed about the ride, they still get to work at the exact same time, but it's no longer "Dave" driving, it's "Steve.")
Rachel's question was asking Ross to compare the copy girl to her (Rachel). A more normal person would tell their girlfriend something like "You are the best person in the whole world." Or at least said something that very, very clearly said that their girlfriend was better than the person they cheated with.
Ross said "different." When he was asked why, he still didn't answer with something that compared Rachel favorably, he mumbled a saying that you would use if two things were pretty much the same, just one was a habit and the other was new.