How to unlink the Site and Page Title of my blog?

Hi everyone, I have a few questions about the titles of my blog.

First, How do you change the Site Name and the Pages titles to not be a link?

Second, what is the purpose of linking the title to the page your already on? I find this rather annoying, becuase there doesn’t seem to be a point to it. Is it good for search engines or something?

Third, is this the default WordPress setup for each title to link to the page its already on or does it depend on the Theme you chose?

Please let me know if you have an answer to any of these questions.