It seems like everytime I open an app or web browser I get a message that says "You have internet connection"
Any idea why?
It sounds as if you have a wifi signal nearby and you are not connected to that signal. In addition, you have your settings such that your phone will notify you if a wifi signal is available but not being used when opening an app which uses data. Simply go into your wifi settings and uncheck the box which says notify me of available wifi sources.
I have wondered the same thing. The Internet shows up as an active app even though I close all apps by going back. This has nothing to do with Wi-Fi.