Is it from twitter? Do I have to create an account in order to follow one player's entry?
"Follow" means his tweets come up on your twitter page (along with anyone else you're following) so you'd have to have an account.
But you can also see them just by going to his Twitter main page. I don't think you have to have an account for that. It just means that you have to actually go to his page, rather than having his comments come to yours.