We present our results on the experiments with cold Rb Rydberg atoms in a magneto-optical trap (MOT). Characteristic features of our experiment were the excitation of Rydberg atoms in a small volume within the cold atom cloud and sorting of the measured signals and spectra over the number of registered Rydberg atoms. We have measured the effective lifetime of the Rydberg state 37P, as well as its polarizability in a weak electric field. The results are in good agreement with the theoretical calculations. We have shown that localization of the small excitation volume around the zero-magnetic-field point makes possible to increase the spectral resolution and to obtain narrow microwave resonances in Rydberg atoms without switching off the MOT quadrupole magnetic field. We have measured the dependence of the amplitude of the dipole-dipole interaction resonances on the number of Rydberg atoms, which has a linear character and agrees with the theory for weak dipole-dipole interaction.