I should tell you if you haven't used it before, Little Snitch is a kernel extension that intercepts network communications. I have seen it cause kernel panics so if you're only using it out of interest to see what traffic is going out and don't particularly care about preventing outgoing traffic, I'd advise against installing it. Newer version maybe more stable of course but just be aware that if you start getting panics at some point in future, it may be suspect.
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I've been using it for years, and have never seen a kernel panic from it. FWIW.
Knock on wood, but nether have I, and I've been using it ever since it came out.