(1) The Santiago Bernabéu Stadium was formerly called "Chamartín Stadium", because it is located in Madrid's Chamartín District. [More about Santiago Bernabéu Stadium]
(2) Refers specifically to "la saeta rubia" ("the blond arrow"), a nickname given by journalists of the time to Alfredo DiStefano, an Argentinian-born, mythical footbal player who won 5 European Cups with Real Madrid. Probably one of the best players in history. DiStefano is now Real'Madrid's Honorary President, and considered a "symbol" of "madridismo". "Saeta" is a fairly uncommon word for "arrow", "flecha" is more common. [More about Alfredo Di Stéfano]
(3) "Hala Madrid" is difficult to translate exactly. It means something like "Go, Madrid!", "Forward, Madrid!".. The Word "Hala" has an arab origin, I've been told that in Arab it is also more or less equivalent to "let's go!", or "come on!". If so (that I can't say for sure, as I don't speak Arab) its meaning hasn't really changed much in the Spanish version ;-)