Friends in the internet sense is different to friends in real life. At least it is for many people. It is easy to click on a link and friend someone you think is cool or like the look of so many do it as a matter of course. I tend to do it as a reminder of people I have talked to in chat or had significant conversations with on PM or in the forums mainly as a reminder to me that I know them in some (however small) way.

Use the service as you feel fit. You can block friends if you don't want to have it so open and just have close friends if you like. No one will judge you for it.