Congrats on your new Fitbit!
I cannot answer the calorie question but I noticed that too.
I can say that I don't trust their distance calculations at all. It seems to usually overestimate but estimating by length of stride is a very inaccurate science, and that's all it's based on. Our little Fitbit is not a GPS.
In your profile are settings to adjust your stride length for both running and walking. They are based on your height, but you can change them in the hope of getting a more accurate reading. I know my stride length varies.
Personally I think it's more important to pay attention to # of steps, and, especially, number of active minutes. (I use other methods for distance.)
One more thing.. on the Fitbit site, at the bottom, are helpful links such as Fitbit 101, and FAQ. Of course you are more than welcome to ask anything here, but I find that many people are unaware of those links.