If you are referring to alerts, this is quite normal and the vast majority of alerts are quite innocent.  Most people turn off the notification because it gets really annoying. You can look at the log to see how many are high level alerts.

Activity can also be caused by applications going out to the Net looking for updates and media information, software that uses adware and is constantly updating the ads, mail programs checking for new mail, services like Messenger.  There's a long list.  Look at what you have running on your pc.

You can get a port monitoring utility to see what the traffic is.  Like a lot of tools, if you have not been using previously you will not know what is "normal".  If you just look at the connection status (doubleclick on icon in system tray) you should see that the amount of data sent is quite small.  That is not much help because if someone is downloading all your passwords and credit card details it does not take many bytes!