I was looking at my google analytic and i had 3 visitors to my site which i told -no one- about nor have any content on it. They all came from *.golbnet.com. Why is this site linking me? will this give me trouble?
It won't give you any trouble because your site visitors or referrers have absolutely no effect on SEO.
If you want to know why they visiting/crawling you (just because they are visiting/crawling you doesn't mean they are linking to you) you should visit their site and learn more about them. This may require an email to them asking for more information. The site looks like a hosted blog provider so if your site is a blog they may be crawling you to include in an index they are building of other blogs. But that's just a guess.
You may want to check your website to make sure you aren't linking to those pages somewhere that you are not aware of. People and crawlers cannot find pages unless you make them available and this is usually done through links. If you don't want those pages being crawled by automated crawlers then use a robots.txt file to block them. If that site continues to visit/crawl those pages then block them.
golbnet.com is a spam referral from Brazil. He is looping through Google Analytics numbers to create hits but is not even visiting the sites. There are reports of referrals to sites that are offline and on Google Analytic accounts that were never installed.
It is probably best not to visit the sites since the source seems to be malicious. There are ways to filter golbnet out of the Google Analytic reports.
thebesthosting.org and web.com are also spam referrals.
Spam referrals will not affect your SEO.
Having any site link to you is not an issue. Links from bad or paid for link sites don't give you any benefit from Google but they won't hurt you. One site all by itself will especially do nothing. Remember you have little to no control over who links to you and Google is aware of this as well and ranks accordingly.
Your ranking will only be negatively effected by you linking to bad sites, like Spam sites.
Also, if you are truly concerned with links from golbnet.com you can see where they are linking to you from in Google Webmaster tools and send an email to the site requesting them to remove the link.