Hi, I'm Greg, I'm a beginner at electronics

I decided to buy an oscilloscope to help me learn... hope this is the right place to ask if I want to check that I'm understanding/using it correctly?
If so:
I was measuring a breadboard powered by an old Nintendo Entertainment System power supply unit (in: 240 V AC, 50 Hz, 17 W; out: 9V AC, 1.5 A) and an SDS1202 oscilloscope.
1/ Is the oscilloscope measuring about 3.2 V vs my multimeter's 11V because the oscilloscope is measuring peak-to-peak, which is roughly 3x the RMS that the MM measures, hence it's broadly agreeing with the PSU's declared 9v and the MM's measured 11?
2/ Is it possible to make a voltage multiplier using only diodes? I measured about 40v on my oscilloscope at one point, but I'm pretty sure this isn't possible to do with only diodes, and that I probably just had the x1 x10 setting incorrect, getting a voltage reading off by a factor of 10 (and so it was actually nearer 4v peak-to-peak).
3/ Notice how I only said 'with diodes' and not 'with diodes and a resistor'?
Any ratings I have to care about when buying replacement probe hooks, or will any generic ones do, like
this one, as mine are a bit melty now.

Thanks
