icloud use

I have an iPhone 4s, MacBookPro, and iPad 2. How do I set up iCloud so they sync my contacts on all three devices? My iPad and iPhone seem to be OK, but when I make changes on my MacBook, they do not get to my other devices. When I go on my MacBook, it says something about if I sync, it will remove Contacts from my computer, and that seems a bit scary. Please help me.