Connected my iPhone to my mac for the first time?

I don't really know what this does, will my messages be sent to my mac? Will my photos go straight to my mac? I want to keep the two devices separate, the only reason i connected the two was to sync music to my iPhone.

There's an option to sync music only, you can untick the boxes that appear on the left hand side of itunes when you connect your phone that say "sync photos" etc

You can use iTunes to copy things to and from your phone as well as creating a backup in case anything goes wrong and you need to install. Messages won't be sent to your Mac unless you open up the Messages app on your Mac and set up your Apple ID on it.