Filopodium, a spike-like actin protrusion at the leading edge of migrating cells, functions as a sensor of the local environment and has a mechanical role in protrusion. We use modeling to examine mechanics and spatial-temporal dynamics of filopodia. We find that >10 actin filaments have to be bundled to overcome the membrane resistance and that the filopodial length is limited by buckling for 10-30 filaments and by G-actin diffusion for >30 filaments. There is an optimal number of bundled filaments, approximately 30, at which the filopodial length can reach a few microns. The model explains characteristic interfilopodial distance of a few microns as a balance of initiation, lateral drift, and merging of the filopodia. The theory suggests that F-actin barbed ends have to be focused and protected from capping (the capping rate has to decrease one order of magnitude) once every hundred seconds per micron of the leading edge to initiate the observed number of filopodia. The model generates testable predictions about how filopodial length, rate of growth, and interfilopodial distance should depend on the number of bundled filaments, membrane resistance, lamellipodial protrusion rate, and G-actin diffusion coefficient.