Why don't people automatically get added to follow me when I start to follow them?

I was trying to send messages to people I'm following, and they never answered me. Now I think I"ve figured out that they never saw them because they aren't following me. Why don't they automatically follow me, like when a myspace friend accepts me as a friend, and we show up on each other's pages?
Do I have something set wrong, or am I just not allowed to have people I don't know, read my messages to them?
Is there a different way to contact people who aren't following me?