Is there a difference between Sprint and an Iteration or one can have Iterations within a Sprint or Sprint is just the terminology used instead of Iteration in Scrum? It will be helpful if someone can throw some light on this.
Suppose there are 4 sprints and you have decided the first sprint will go up to 10 days is it required that other 3 sprints should have the same length of the 1st decided sprint's length??.
All sprints are iterations but not all iterations are sprints. Iteration is a common term in iterative and incremental development (IID). Scrum is one specialized flavor of IID so it makes sense to specialize the terminology as well. It also helps brand the methodology different from other IID methodologies :)
As to the sprint length: anything goes as long as the sprint is timeboxed i.e. it is finished on the planned date and not "when it's ready". (Or alternatively, in rare occasions, the sprint is terminated prematurely to start a new sprint in case some essential boundary conditions are changed.)
It does help to have the sprints of similar durations. There's less to remember about the sprint schedule and your planning gets more accurate. I like to keep mine at 2 calendar weeks, which will resolve into 8..10 business days outside holiday seasons.