I believe there are 200 viruses responsible for the common cold. During your lifetime if you were to catch many of these would your body be less acceptable to catching colds.
As far as I know, each strain of the cold is different, so when you catch one, your body will become resistant to it and you won't catch this particular one again. But this has no effect on all the other strains of the common cold
Yes, if you had a particular strain of the common cold, you would become immune to it.
However, each strain is constantly mutating so you would be unlikely to encounter the exact strain again.