A triangular pyramid. It has triangles on its 3 sides and a triangle on the bottom for a base.
A pyramid.
There can be no closed 3D shape with only one square and 3 triangles.
a pyramid
A triangular base pyramid would fit the description.
The simplest pattern is 2n+1, so the 16th figure will have 33 triangles. Of course, if you are creating new triangles and also keeping the old triangles, this would be different.
A triangular prism
A circle is not a 3D figure because it only has two dimensions. A sphere is a 3D "circle".
An octagonal pyramid has eight triangles on an octagonal base. An octahedron can also be made by putting a square pyramid on another inverted square pyramid. This shape has just eight triangles and no others.
This would be a triangular prism.
Triangular prism
A net has two equilateral triangles and 3 rectangles. What solid figure might it make?
a star