To tweet or not to tweet?

I've just set up a Twitter account but I can't seem to make sense of what's going on there.  Everybody's following somebody (somewhere) and it all seems to go in absolutely no particular direction.

Why is it that the first person to "follow" me lead straight to an XXX site?

How do you follow a conversation on there?  I haven't been able to make any sense of the "chatter" yet.  I can't even seem to find where all these conversations originate.  Is it just me, or is there some kind of method to this madness?