Hi Rosie
I'm not a 'facebook person' so I can't answer the question about that but the connections feature is designed to show how you are connected to other users - so if you know someone who knows them then that will show as the connection when you look at their profile - the plan being you can get an introduction if you share gaming favourites.
Obviously I'm still working on the community features like this but it should start to make sense as more people use it - I really appreciate the early adopters like yourself!
On the message front - private messages sent from one user directly to another are totally private (just like it says on the tin

) - they are encrypted so even I can't see them as Admin. This is completely seperate from the Shoutbox where all messages can be seen by anyone (even those not registered).
Hope that clears that up.
The latest feature is the invite tab that you will see on your profile which lets you invite your friends to join Ludicrus - I haven't got this 100% right yet so some of the invites are failing but I'm working on it - feel free to give it a go and let me know how you get on.
Kelvin