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Say you start as a stub in September/October. Bad to take a day off in January for a 3 day weekend?

No

Nope.

Depends on your firm and their policies. Some firms don't have vacation policies. For those firms, I would just let the partners/senior associates know that you are going to take the day off a few weeks before that day. Let them know if you are going to be foreign or domestic and whether you'll have access to email. I would expect that you're going to have to field emails.

For firms that have vacation policies, you'll need to submit a form to get it approved (usually a rubber stamp approval). I would still follow the above advice about letting senior associate/partner know.

Also note that some firms won't provide coverage for vacations of less than a week. In that case, you might have to do some work.

The reason question is whether you'll get crushed with a work assignment on your day off, not whether you can take it off in the first place