Schettini,
That "Welcome <first_name>" page is perfectly normal if you have the "User Creation" setting set to "Full Joomla User". This lets the user either log in with an existing Joomla account, or create a new one. If you want the user automatically created, that setting should be "Facebook User Only". The Welcome Bob text actually indicates that communication with Facebook is working fine as the users first name is being pulled from Facebook there.. so that's a good thing.
Hope that helps, but if you think you're still having issues, just let us know.
Thanks,
Alex