Luckily I found out GMail gives me an option to disable this 'All Mail' folder for IMAP and this solved the problem, no more empty mail spam.

You could probably just delete the IMAP account and add it back in. You could also check the database. It might be necessary to fix the mail folder too.

But another problem:
I have an extra email account for newsletter and information I want to receive.
This makes the 'Mailing List' section completly useless, because there are around 100 entries.
I don't want to delete them one by one but I can't select multiple at once.
Is there any effective way to solve this?

Deleting items under the "Mailings Lists" access point in the mail panel is useless if you still receive messages from the list. They'll just get recreated. For ones you want to delete though, you indeed need to delete one by one.

You can right-click in the Mailing Lists section and create folders though. Then, you can drag items into that folder and collapse the folder. For example, if you want to hide the items, create a folder named "hide", drag all the items into it (one by one I think) and then collapse the "hide" folder to get them out of the way. Then, when you subscribe to a new mailing list, drag that one into the "hide" folder too.

You can also click the wrench icon on the mail panel toolbar and uncheck "Mailing Lists" to hide the access point. But, if you receive a message from a mailing list, "Mailing Lists" will probably get turned back on.