Using Little Snitch's rules you can allow or disallow connections as you need them. And having a little control over that process is a good thing. People - just disallow a connection you don't understand "until quit" and then do a search on it. (duckduckgo is a good search engine that by all accounts doesn't track your searches.) Once you know what a connection is doing, you can restart the app and allow it, or continue with it disallowed.
Asking here isn't always the best way, generally others have asked and been answered in a number of places, some of which aren't populated by people who belong to the Church of Apple. You can ignore the fanboys and fangirls who insist that you should allow every outdoing and incoming connection. People who tell you you're in danger of becoming paranoid are either in denial that anything messed up is going on, or have a vested interest in your remaining clueless. You might also like to ensure that your mike and camera aren't able to be accessed by applications until you specifically allow it. And since it may be possible for some apps to turn your camera on without your knowledge, a small piece of tape over the lens may not be the worst thing you can do. Are they watching you? Probably not. Do you want them to? Probably not. So better safe than sorry.
thomas_r and others who think the hoi polloi aren't capable of understanding the concept of doing a search on a reported connection are not only impossibly snobby and big-headed, but also woefully out of touch. People, get a clue: There are many reasons to use Little Snitch. Especially in a post-Snowden world.
Having everything linked to the cloud these days (albert.apple is a cloud thing) isn't always the best idea. Ask any ingenue with compromising snapshots that are now online for all to view. Allowing everything Apple wants to do isn't either. Apple is not some nice little beneficial company doing things for your own good, it's looking after its own bottom line and corporate image. And it's selling or giving your information away as it sees fit just like every other major corporation these days.