Okay, I'm so lost! I think I'm doing this totally the wrong way,

could someone help this newbie out?
I would very much like to start my blogroll, and I'm wondering how to go about it. I have blogs that I would like to add to my blogroll. Do I ask them for their permission? Or can I just post a list of blogs that I like to my blogroll? Do ask them for a link back to my blog? I know when I used to own a twins site, when we exchanged links, we asked for a link back in return, are blog rolls different? Do I e-mail them after I have created the blogroll to let them know that I added them to my blogroll? What is the correct etiquiette? I'm so very lost on this. I don't want to upset people and I think I already may have.
Can someone explain the blogrolling steps to me?
Please help me!