Does little snitch work well?

Is this going to prevent my computer from being hacked? How do you tell if someone is trying to do that or not? How should I use this software to protect myself?

Safe browsing practices and strong passwords are way better than any software. And do not let others have access to your computer.

Little Snitch doesn't track connections coming from the outside, rather it is designed to keep an eye on communication happening from your computer out. That is, if you launch an application and it wants to connect to an external site, unless you've explicitly allowed that application to do so, it will be blocked.

To prevent unauthorized access to your computer, you want to ensure that you have a hardware firewall in place with all ports closed and as Harry said, safe browsing practices..

Ok so does my macbook pro have these firewalls set up already? Or do I need to download them? Im not a computer guy btw. haha

There is indeed a firewall you can enable within OS X, but you really want to use a hardware firewall that is next to your Internet router.

So if you have cable or DSL or FiOS, you would have gotten either just a modem or a router from your ISP. If you got a router, it has the necessary hardware firewall in place. If you only got a modem and you are using your own router to share that Internet connection with other devices in your home, then that router has the hardware firewall..

Little Snitch does *absolutely nothing* to stop a hacker. Being on a Mac is all you need to stop hackers.

You seem to be suffering from "Windows security fear." You need to put that stuff aside, you're on a Mac now. You don't need a firewall, you have one with your router. You don't need Little Snitch, it doesn't protect you from anything (because that's not what it is for).