I made that same mistake, too! I thought when someone friended me, it was mutual, but I have to friend them back.
By the way, you can see the list of everyone who friended you that you didn't friend back by going to your Friend Feed. In the paragraph at top, it says something like, "click here to see or edit your list of mutual friends." That brings up three lists: people you friended who didn't friend you back; people who friended you that you didn't friend back; and your mutual friends.
From there, if you want, you can go to those people's spark pages and add them.
The people on your friends list are the people you chose to put there. Other people can name you as a friend even if you don't list them. It's not like Facebook where you both have to agree. If someone adds you as a friend, the only way that affects you is that now there's a link to your page on their page, and if you post a blog or a status, they'll see it mentioned in the "friend feed" on the right hand side of their page.
If you choose to make your page "friends only," that means only the people YOU add as friends can see it.
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You need to go to the persons' page that added you and click on the upper right hand button where YOU add them as a friend. Now they have added you but you have not added them. Make sense?