I was looking through the cantrips and noticed two that caught my eye, both using a bonus action instead of an action, Shillelagh and Magic Stone, both cool cantrips, but I'm only confused about Magic Stone today.

Why is the range of a thrown stone 60ft when the standard range of a sling is 30ft? Shouldn't using a sling be better?
Even in the spell description, it says  "You or someone else can make a ranged spell attack with one of the pebbles by throwing it or hurling it with a sling", which in my eyes encourages you to use it as sling ammunition, and no, I don't consider the slings long range a benefit over the thrown distance of the pebbles.

Does the spell make the pebbles magic? Shillelagh makes the weapon magical, which confirms it does magical bludgeoning damage, does Magic Stone do the same?
You'd think that all spell created or enchanted things do magical damage, but I'm not completely sure, because it doesn't explicitly say that the pebbles become magical.

Yes, the pebbles are magical (otherwise they would do no damage).

Sorry, I thought I made my question clear, but apparently there was some confusion.
Does the spell make the pebbles do magical bludgeoning damage?

Yes, the spell Magic Stone deals bludgeoning damage, and that damage is from a magical source, since it's from the spell.

There is no “magical damage” in D&D 5e. There is only damage from “magical sources” or “nonmagical sources.” Since the stones produced come from a spell, and since a spell is by definition a “magical source,” then the damage dealt is “bludgeoning damage from a magical source.” So ftl did in fact answer your question.

Quote from TimeVolt >>

Why is the range of a thrown stone 60ft when the standard range of a sling is 30ft? Shouldn't using a sling be better? Even in the spell description, it says  "You or someone else can make a ranged spell attack with one of the pebbles by throwing it or hurling it with a sling", which in my eyes encourages you to use it as sling ammunition, and no, I don't consider the slings long range a benefit over the thrown distance of the pebbles.

 Ranged Weapon Attacks have a standard Range and a Long Range, however Ranged Spell Attacks do not. Even if you use a sling, hurling a Magic Stone still counts as a “ranged spell attack” because it says so in the spell’s description. So even though the normal range of a sling is (30/120), when you use a sling to hurl a Magic Stone, the range becomes a flat 120 ft., which is twice as far as one could hurl the Stone without a sling. (Debated)

Also worth noting, even though it is a “ranged spell attack,” if you use a sling to make it, it becomes a “ranged spell attack made using a ranged weapon.” The rules for a Rogue’s Sneak Attack specify:

Sneak Attack

Beginning at 1st level, you know how to strike subtly and exploit a foe’s distraction. Once per turn, you can deal an extra 1d6 damage to one creature you hit with an attack if you have advantage on the attack roll. The attack must use a finesse or a ranged weapon.

You don’t need advantage on the attack roll if another enemy of the target is within 5 feet of it, that enemy isn’t incapacitated, and you don’t have disadvantage on the attack roll.

The amount of the extra damage increases as you gain levels in this class, as shown in the Sneak Attack column of the Rogue table.

And the rules for the Sharpshooter feat specify:

You have mastered ranged weapons and can make shots that others find impossible. You gain the following benefits:

• Attacking at long range doesn't impose disadvantage on your ranged weapon attack rolls.
• Your ranged weapon attacks ignore half cover and three-quarters cover.
• Before you make an attack with a ranged weapon that you are proficient with, you can choose to take a -5 penalty to the attack roll. If the attack hits, you add +10 to the attack's damage.

 So, if you are a Rogue with Sharpshooter you can apply both Sneak Attack and Sharpshooter to attacks with Magic Stones as long as you use a Sling, and you have a flat 120 ft. range without Disadvantage so you can still gain Advantage on the roll. So if you also happen to have the Elven Accuracy feat....

Apologies ftl, I was under the assumption that you had to explicitly state that something enhanced by a spell was magical for damage originating from it to be considered magical.
Also woah, I need to build that now, that is crazy.

Quote from TimeVolt >>

Apologies ftl, I was under the assumption that you had to explicitly state that something enhanced by a spell was magical for damage originating from it to be considered magical.

 Nah, all damage from spells is magical.

Shilleleagh is weird in the other direction - because what's doing the damage is a nonmagical quarterstaff, so the spell explicitly has to say it's making the quarterstaff magical. In basically all the rest of the cases, there isn't that ambiguity,  because usually it's the spell doing damage so it's clear.

Does each pebble has it own attack?and also.... Each pebble has its own damage, meaning Being 3 pebbles it could be for each pebble 1d6+ spellcasting ability modifier? Thank you in advance for the help

Yes, each pebble requires its own attack, it’s own attack roll, and each deals 1d6+ damage.

Do the pebbles need to be in possession of your allies or can you make them magical with your bonus action on your turn and then they influence the stones from a distance? If your allies have to come and physically pick up the stones from you that seems pretty annoying and much less useful in combat.

Your allies need to physically throw/sling the stones, meaning they need to get them from you. But keep in mind that every character gets 1 free item interaction on each of their turns, so that won’t usually impact their action economy to do