Just imagine you're using the Flash drawing commands but on one MovieClip. In fact, if you took this practice back into Flash you'd find everything runs a hell of a lot faster. MovieClips tend to run off and do their own thing like misbehaving children.
Most stuff you will have to do painstakingly manually here in Processing. Plus you cannot eval ["asInEval"] code, and everything is super-super-strict. A lot of useful tricks and tips are here:
http://processing.org/learning/index.html
For self managing lists of objects that remove themselves you're going to need to search the board for Vectors and ArrayLists and read those topics.
For now, here's what you wanted to do (but with shrinking circles instead of growing):
Code:
Fadey [] f;
int pointer = 0;
void setup(){
size(400,400);
background(0);
smooth();
noStroke();
f = new Fadey[255];
for(int i = 0; i < f.length; i++){
f[i] = new Fadey(0, 0, 0, 0);
}
}
void draw(){
background(0);
for(int i = 0; i < f.length; i++){
if(f[i].active){
f[i].draw();
}
}
if(mousePressed){
if(!f[pointer].active){
f[pointer] = new Fadey(mouseX, mouseY, 255, 50);
f[pointer].active = true;
pointer = (pointer + 1) % f.length;
}
}
}
class Fadey{
float x,y,a,s;
boolean active = false;
Fadey(float x, float y, float a, float s){
this.x = x;
this.y = y;
this.a = a;
this.s = s;
}
void draw(){
if(active){
fill(255, a);
ellipse(x, y, s, s);
a -= 1.2;
s -= 0.2;
if(a < 0.0 || s < 0.0){
this.active = false;
}
}
}
}
Play with it and try to break it, then see if you can get it to do what you want.