The parity operation is inversion through the origin, i.e. $\hat{P}\space f(x,y,z) = f(-x, -y, -z).$
States of well defined parity are eigenstates of this operator. Here we're interested in 1 dimension, so the two possibilities are:
$$ \hat{P}\space \psi(x) = \psi(-x) = \psi(x)$$ (even parity)
and
$$ \hat{P}\space \psi(x) = \psi(-x) = -\psi(x)$$ (odd parity)
It should be fairly obvious that $ \sin(x)$ has odd parity, and $\cos(x)$ has even parity.
As you can probably tell, parity has to do with mirror symmetry, and since our potential has mirror symmetry, you can bet our wavefunctions will have mirror symmetry too.
(To be more precise, the parity operation commutes with our hamiltonian, and since the eigenstates of the hamiltonian are non-degenerate, these eigenstates must necessarily be eigenstates of the parity operator.)
As for the second part of your question, note the form of the right hand side:
$$\tan \left(\frac{2m(E+V_0)}{\hbar^2}a \right) $$
$\tan$ is a periodic function, and as you increase $a$ or $V_0$ (i.e. the height or depth of our well respectively), the frequency increases, and so you get more intersections with the square root on the right hand side (as more of the s shaped tan wiggles creep in from the left as the frequency gets larger). Intersections represent solutions of our equality and hence bound solutions of the Schrodinger equation.
Hope this helps. If anything is still unclear just ask and I'll try to clarify.