Why does WP load so many files in the head of source code? How do I optimize it?

First of all, search this site. This questions has been answered many times in the past: https://wordpress.stackexchange.com/search?q=clean+wp_head and https://wordpress.stackexchange.com/search?q=security+obscurity

Secondly, there is a difference in what WP loads and what a theme and a plugin will load. Look in the theme functions file to see what the theme loads, i.e. javascripts and CSS. Look in the browser source to see what plugins load; they often load a lot of code via wp_head or wp_footer.

Use Firebug with Firefox, or use the developer tools in Chrome or Safari or IE to see what’s loading on your site.