netstat
netstat is a valueable tool to see the network connections your computer is making.
To list this information copy and paste the following into your Terminal app:
sudo netstat -a -v -l -n -W
This will show you all the connections your computer is involved in, in a more verbose manner, list style, using IP address numbers instead of vague domain names, in wide output format.
Be sure File > Secure Keyboard Entry is check marked before using sudo.
Running the command without sudo (short for "superuser do" aka by the privileged system administrator called "root") is even safer since a key logger would not be able to obtain your password