证明: (1) 因为$OF\perp AD,$所以$AF = DF.$
因为$OB = OD,$所以$OF$为$\triangle ABD$的中位线,所以$OF=\frac{1}{2}AB.$
因为$AC\perp BD,$$BD$为$\odot O$的直径,所以$\overset{\frown}{AB}=\overset{\frown}{BC},$所以$AB = BC,$所以$OF=\frac{1}{2}BC.$
(2) 作直径$DG,$连接$AG,$则$\angle DAG = 90^{\circ}.$
由
(1),得$OF=\frac{1}{2}AG.$
因为$AC\perp BD,$所以$\angle DEC = 90^{\circ},$所以$\angle DCE+\angle CDE = 90^{\circ}.$
因为$\angle G+\angle ADG = 90^{\circ},$$\angle DCE = \angle G,$所以$\angle ADG = \angle CDE,$所以$\overset{\frown}{AG}=\overset{\frown}{BC},$所以$AG = BC,$所以$OF=\frac{1}{2}BC.$
(3) 取$AD$的中点$H,$连接$MH.$
因为$AD = 12,$所以$AH=\frac{1}{2}AD = 6.$
因为$\angle AED = 60^{\circ},$所以$\angle CED = 180^{\circ}-\angle AED = 120^{\circ}.$
因为$AF = BC,$所以$\overset{\frown}{AF}=\overset{\frown}{BC},$所以$\angle ADF = \angle BDC.$
因为$\angle DAF+\angle ADF+\angle AFD = 180^{\circ},$$\angle CED+\angle BDC+\angle ACD = 180^{\circ},$$\angle AFD = \angle ACD,$所以$\angle DAF = \angle CED = 120^{\circ}.$
因为$M$为$DF$的中点,所以$HM$为$\triangle ADF$的中位线,所以$HM// AF,$所以点$M$在经过点$H$且与$AF$平行的直线上运动,所以当$AM\perp HM$时,$AM$的长取最小值,此时$\angle MAF = \angle AMH = 90^{\circ},$所以$\angle HAM=\angle DAF-\angle MAF = 30^{\circ},$所以$HM=\frac{1}{2}AH = 3,$所以$AM=\sqrt{AH^{2}-HM^{2}} = 3\sqrt{3},$所以$AM$长的最小值为$3\sqrt{3}.$