The official website lists an episode 0 but the actual videos themselves are devoid of episode numbers so this MAL entry will encompass the whole series at 1 entry rather than splitting it.
Kwaidan is an antiquated romanized spelling of Kaidan. It means "ghost story" in Japanese. While the anime uses the old spelling, MAL will use the modern romanization spelling to conform with other entries using the same kanji. The anime also pronounces the kanji without a "w" sound.