Bliss26
Bluelighter
Why are there friend requests? Can they see anything about me others can't? Are there any pros/cons? I don't get it.

I think locking your PM's is counter productive on a site like this - so many people could read a post you have made and may have further questions on the subject or wish to speak to you in private about the matter.
The only benefit is having your regular contacts in one place (not that it makes much difference).