Don't worry, all of my pins are connected 
So, I should be using a 1Kohm resistor? The tutorials I have read always say 1Mohm: example here.
But that doesn't really explain why all of the other pins give me a good reading of 0 while whatever pin happens to be in the 0 position of the array gives a crazy reading only on the first time through the loop. There really seams to be something that I am not understanding here that when the loop() method starts again, it resets the analog read reference?
Also, is there any information on what the impedance does / how it is measured? I don't think I fully understand the underlining concept with what the resistor does in the circuit.