I am THRILLED to see Fallout 3 and NV available on Gog!

I guess I don't understand Gog Connect as I already own them on Steam and when I do the Connect process they don't come up. Feel free to help me understand if I need to re-buy them here.

GOG Connect is only available for certain games at certain times. This means that most of the time when you do the Connect process, nothing will come up.

If you go to the GOG Connect page, any eligible titles for Connect will show up on the bottom of the screen, even if you don't own them. Any titles you can claim through connect are shown as well. If you go to the site and no games are there, it means that no games are eligible for Connect at the moment (This is usually the case).

Hope this helps!