The REST architectural style enforces statelessness in Web APIs by not storing any client state on the server. Instead, each request from a client to the server must contain all the information necessary to understand and process the request. This approach simplifies server-side management and allows for scalability and fault tolerance. Frequent sessions and cookies are not part of REST's stateless design.

Not implementing API versioning can lead to potential issues, as changes to the API may break existing clients that rely on the previous version. API versioning is a crucial practice to ensure backward compatibility and provide a clear way to handle changes and updates.

The most commonly used protocol for Web APIs is HTTP (Hypertext Transfer Protocol). It is the foundation of data communication on the World Wide Web and is used for requesting and transmitting data between clients and servers, making it ideal for web-based APIs.

Ensuring GDPR compliance for an API involves steps such as conducting a security audit to identify vulnerabilities and potential data breaches. GDPR compliance requires a proactive approach to protect user data and ensure that it is handled securely. Encryption, user authentication, and monitoring data access are essential components of GDPR compliance.

Optimizing API performance involves various techniques, such as efficient data formats, minimizing error handling, and utilizing caching to reduce the load on the server. These practices improve response times and resource utilization, making APIs faster and more efficient for users.

Best practices for API testing include Input Validation to ensure that the API behaves correctly, even when faced with invalid or unexpected inputs. Input validation involves checking and filtering incoming data to prevent security vulnerabilities and ensure the API's robustness and security.

API versioning is considered a best practice to maintain backward compatibility. As an API evolves, changes and updates are inevitable. Versioning allows existing clients to continue using the older API while new clients can opt for the latest version. This ensures that API consumers aren't disrupted, making it a best practice in API design.

One of the advantages of gRPC is that it uses Protobuf (Protocol Buffers) for serialization, which is more efficient compared to JSON. Protobuf is a binary format that offers smaller message sizes and faster serialization and deserialization.

HTTP/2 addresses several limitations of HTTP/1.1 in the context of Web APIs. One limitation is that HTTP/1.1 is not multiplexed, leading to performance issues when handling multiple requests. HTTP/2 allows multiple streams of data to be sent concurrently over a single connection, improving performance. Another limitation of HTTP/1.1 is the lack of header compression, resulting in inefficient data transfer, while HTTP/2 introduces header compression to reduce overhead. Additionally, HTTP/1.1 doesn't support server push, causing delays in data retrieval, whereas HTTP/2 introduces server push for faster data delivery.

To prevent Cross-Site Scripting (XSS) attacks in APIs, the commonly used HTTP header is Content-Security-Policy (CSP). CSP allows you to define a policy that restricts the sources from which resources can be loaded and executed, helping to prevent malicious scripts from being executed in the context of your API.