if i want my facebook connect site to access user information about a facebook user, is it necessary for that user to be logged in?
It is necessary for them to either be logged in to facebook or for you to provide the facebook connect login.
From the Facebook Connect FAQ:
A user can begin interacting with your application immediately. For applications within Facebook, you don't need to have a user authorize your application as soon as the user visits your canvas page. See Automatic Authentication: http://wiki.developers.facebook.com/index.php/Automatic_Authentication.
A user authorizes an application when the application presents a login screen where the user accepts the application's terms of service and lets the application access his or her profile data and creates a more permanent connection.
You can find out more here: http://wiki.developers.facebook.com/index.php/Authorizing_Applications