you dont have to fan them back...some people become other peoples fans just to get more fans ( if that makes sense) and others fan only people they really like and know. No one should be offended if they are not fanned back...

i dont think you have to message anyone if you have nothing to say :D

i dont think you are notified if someone un-fans you so I think fan etiquette is a lot like real life..you can like someone but you cant make them like you back :D

personally i dont care too much about whos fan i am and who is a fan of me..there have been some users i really really like and get along with splendidly and after ages went on their profile to prop them or something and suddenly realized that i wasnt their fan!