In Twitter it is different; you can follow the people you know and the people you don't know but you like their tweets and their jokes or their pictures. They will either follow you too or not. There are no rules on who you can follow or not. For more information, go to http://support.twitter.com/articles/76460-how-to-use-twitter-lists.
Twitter is a social networking site where you follow people because you like their tweets they may be jokes, dating advice, notifications, etc. There aren't any games or anything, it's pretty simple. And you can only direct message someone (basically a PM) if they follow you.