Why is that surprising? What's wrong about following thousands of people?
My change of heart has come after 5 years of using Twitter. I could only follow 100 people well at first but somehow it crept up and up. I've had quite a few culls and now I'm at 1000 people I follow and whenever I go through the list I recognize almost every name. It's not quite a 4 minute mile but I've been able to get at least a feel for those 1000 folks and know they're ones I appreciate following.