Are Unexpected Incoming Links A Security Problem?

I’ve set up my own ‘localhost’ server to tweak different themes. Now I’m playing with MistyLook 2.0. Just now, looking at the LATEST ACTIVITY section on my WordPress dashboard I noticed about a dozen Incoming Links, some from Germany, some from Italy, a few from the US.

I haven’t been linking to anyone or posting anything except gibberish on my localhost site – and I removed all the ‘blogroll’ links that were on the default MistyLook links page, except a link to my own ‘on-line’ blog.

So why am I getting these links on my home server, and should I be worried about a security problem? If so, what do I do about it?

JJ