PUT YOUR THINKING CAP ON, GET YOUR SAFETY COVERED
Do you want your Mac to communicate to the outside world uncontrolled, or do you want to have control over all in and outgoing connections !
Your basic OSX firewall is ofcourse enabled in your system options, which provides you basic control over the inbound connections and services most of your software requires to function well.
OSX Firewall however can not be configured for specific IP addresses and domains, port allowance and blocking to the internet.
This is where software like Little Snitch will give you full control over all-in and outgoing connections and services.