Welcome to MKO. There's a few things you should know and the first is that you should read the Community FAQ.
To introduce yourself, you should have posted a thread here (Introduction Discussion forum). And in regards to your questions, you should have posted those within the online section for the console you're using. If you check the forum lstings you'll see them as the PS2 and XBox online Tournament forums.
MKO is not a gaming website in the sense that you'll be able to play Mortal Kombat game shere versus anyone else. This is a forum and therefore you'll be doing as you already have done and makign threads and posting within them.
To answer your questions, the yellow stars indicate the connection quality between you and the other person. Not everyone uses a headset. You'll see if they do via a headset icon that is shown when you challenege them. It's crossed out if they don't have one. And to challenge, justhighlight the person you wish to play and follow the onscreen button commands on the PS2 or XBox menu.

lol, nice to see another scorp fan =D but there is an introduction thread ;) If you play MKA online it wouuld be in your best interest to post in the PS2 Online forums. Welcome to MKO online ;)

Welcome newb (just when i thought I would be free of fanboys).

If you are male and a fan of MK, you must be a fanboy. Looks like most people here are.

^Is there something wrong with being an MK fan?

And to answer her questions:
1. Just talk with people on MKO to request challenges.
2. Yellow stars indicate your ping to the servers, and represent how good of connection you have to other players.
3. Yes, people use headsets when racing and fighthing, but only ppl with headset can hear you.

This one is a female. Welcome!

No, that was my point. People whine about "fanboys." But in fact, they are just MK fans like everyone here.

Just to let everyone in here, Im a female ^^