Is there a shape with infinite area but finite perimeter? Is this really possible? Is there any other example of this other than the Koch Snowflake? If so can you prove that example to be true?
One can have a bounded region in the plane with finite area and infinite perimeter, and this (and not the reverse) is true for (the inside of) the Koch Snowflake.

On the other hand, the Isoperimetric Inequality says that if a bounded region has area $A$ and perimeter $L$, then
$$4 \pi A \leq L^2,$$
and in particular, finite perimeter implies finite area. In fact, equality holds here if and only if the region is a disk (that is, if its boundary is a circle). See these notes (pdf) for much more about this inequality, including a few proofs.

(As Peter LeFanu Lumsdaine observes in the comments below, proving this inequality in its full generality is technically demanding, but to answer the question of whether there's a bounded region with infinite area but finite perimeter, it's enough to know that there is some positive constant $\lambda$ for which
$$A \leq \lambda L^2,$$
and it's easy to see this intuitively: Any closed, simple curve of length $L$ must be contained in the disc of radius $\frac{L}{2}$ centered at any point on the curve, and so the area of the region the curve encloses is smaller than the area of the disk, that is,
$$A \leq \frac{\pi}{4} L^2.)$$

NB that the Isoperimetric Inequality is not true, however, if one allows general surfaces (roughly, 2-dimensional shapes not contained in the plane. For example, if one starts with a disk and "pushes the inside out" without changing the circular boundary of the disk, then one can make a region with a given perimeter (the circumference of the boundary circle) but (finite) surface area as large as one likes.
It depends on the geometry.
In Euclidean: definetely no.
On a fractal surface: sure.