Knowing who is linking to your site gives you an idea of how popular your site is with search engines. It also provides an opportunity to find out what others say about your site.
Here is a quick way to find who links to your site: In a search engine like Google, type www.yoursite.com, replacing "yoursite.com" with your domain name.
You can also use a service such as www.statcounter.com to find out where your visitors are coming from. Consider using an invisible counter on your page.
You can also look at your log files. Log files contain a wealth of information about your site, such as where your visitors are coming from, what pages are most popular, and what keywords were typed in to get to your site. Your Web host has your log file and can usually provide you with an easy way to view your logs.