Don't put a pond under a tree with poisonous nuts or berries. Don't put a pond on ground that is unstable or shifting. Try to put a pond in a fenced in area or that is protected from small children. Ponds can go in sun or in shade. Natural slopes that lend themselves to an incline for a waterfall are also good.
Fish eat mosquito larvae.
Ponds with fish stay pretty mosquito-free. The pond attracts wildlife of all kinds, but it doesn't attract wildlife that your neighborhood did not have before. If you see a snake, raccoon, possum, deer or anything else, it was in your area already. Mostly, ponds attract frogs, insects like dragonflies and birds. Hopefully you have a de-icer or other device to keep a hole through the ice so the fish can get fresh air.