[@Crusader Lord]

Their are no dumb questions here. You want to learn every detail to prepare your goblin for life I expect you to ask questions :) 

As for what these "connections" amount to its different for each kind. However using the example I gave you: connection to nature would mean you have an easier time out in the forest and can better handle yourself in nature. It could also mean that you can connect with the forest spirits and elves and the like. Connection to divine would mean that you gain more blessings and gain reputation with the numerous deities faster then someone else.