Do you think Glee will have a tribute episode for Cory?

I think it would be kind of insensitive to the actors (and writers) to have a tribute episode- just cause the actors are experiencing their grief in real life... this was their friend that they Nawawala and to video tape their real grief is insensitive in my opinion. They aren't reality stars; they are actors. But in that type of episode- they wouldn't be acting.
Maybe if it happened a long time down the line- that could be different. But to ask someone like Lea Michele to play Rachel grieving over Finn's death would just be so insensitive to everythings shes going through imo.

But I definitely think they should have a statement on the screen at the end of the first episode written "in memory of cory monteith" (or something similar).

I really don't know what they'll do about Finn's character. If they kill him off, they'll have to make it into a big storyline. They can't replace him with another actor. They could drop his story lines and say he moved or something, but it'll be really strange.
We'll just have to be understanding with the writers if their reason for Finn not being there is kind of inconsistent with the character or doesn't make total sense.

It's just such an awful tragedy. I feel awful for his loved ones.

they better. Maybe the kids will sing songs dedicated to his character Finn, I think Finn will now die in the show. Maybe in the end credits they will have "Dedicated to Cory"

Yes they will