I have been looking into using Facebook Connect for a new web site I am building, however the Facebook API seems to be a little flaky.
The code I have been using is basic, however the example application ‘therunaround’ suffers from similar issues.
For example, the friends list does not always load, and the logged-in Facebook user is not always detected.
Are these issues purely because I am just starting out?
Yes, the problems you describe are likely just due to not using the API correctly.
Facebook Connect is still very new and does suffer from occasional problems, but in general it is pretty stable and is being implemented by many major sites.
This developer post may be relevant to your problem: (From: http://www.facebook.com/developers/message.php)