[ Design a Interactive website ] which software were used to create this website?

Flash.

You will have to learn Flash and Actionscript.

The graphics were likely designed in Photoshop.

Pick up a book on both.

Flash/Actionscript took me about a year in a classroom environment and about a year professionally before I became highly proficient with it.

No, I don't know (or use) Adobe products that well. But from your list you would only be able to create a dynamic website (DHTML), not a complete one like myspace which I believe uses ColdFusion, another Adobe product which is an application framework for your server; it's what organizes the user base and helps to keep everything up to date. You could go to adobe's website for more info.

If you are very good in programming, then what i suggeted that you need to download Web developement language from the Microsoft Visual studio website, I given the link below, so that web development language is very powerful, and it's very easy, once you got the basic, hope you enjoy the software, and let me know, when you completed the project. It is free download, doesn't cost you any things, and you can also download others computer languages to learn more and more.

http://www.microsoft.com/Express/

definitely flash you can easily find this out by right clicking anywhere on the animation and it will say flash somewhere on it.

go to youtube and you will find bunch of online tutorials they help more than the books, am a web designer and tutorials on youtube helped me far much better that the books i get from school.
Youtube is just more than a fun website for music videos and more.

This website has the best online teachers. And the college I went to uses them: http://www.lynda.com/

You can find step by step guide on how to create a website at website like http://oktutorial.com/webdesign.htm ,etc .