1. I was wondering, what's the best way to travel around Europe?

2. I was wondering what's the best way to travel around Europe.
(Which one is gramatical?)

3. Hello?
- Hello. It's Mark.
- Hi, Mark. How are you?
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This is a telephone conversation. Can we use "This is Mark." instead of "It's Mark."
And we should not say, "I'm Mark." Am I right?

2 is fine; you don't need the comma as in 1.

For 3, both answers are fine and so is "This is Mark." (And yes, you wouldn't use "I'm Mark" unless you realized the caller thought you were someone else.)