I'm not referring to TCP/IP communication that's initiated 'from' a system. However applications that utilize TCP/IP and place ports upon a system into a 'listening' state DO represent a conduit for entry into a system that otherwise had none.
Yes. I agree that personal firewalls can be confusing to inexperienced users. However part of the problem is that many users all too often do not take the time to understand what it is that they're doing and simply charge ahead. Yes, I also agree that if we lived in a perfect world and if all software were better designed the issues of insecurity could be drastically minimized. Note the use of the word 'minimized' for even if you have the best designed software in place, social engineering always presents opportunity for compromise.
In closing the use of a personal firewall (even one that's not been configured as secure as it can be or one that's configured too secure) augments (e.g. 'adds to') other security practices (devices) that are and should be in place. More important the use of a personal firewall is extremely beneficial to prevent attack from threats that have been introduced into the local environment by means other than their having passed through the gateway.