We all know that if you are on the web the most important thing is “getting traffic” to your website.
Visitors/Customers = Traffic/Dollars
If your website doesn’t have an “Alexa Traffic Ranking” score, I’m pretty sure that your site is not being recognized by the top search engine “Google“, Yahoo, or MSN.
You ask why does this matter? Google offers a page rank, both page rank and Alexa traffic rank has a lot to do with SEO. Also, Googles page rank is very popular because its like getting an “A” in your math class. 
So, the more you familiarize yourself with “page rank” and “Alexa rank” the more you will need to perfect your SEO strategies…there are lots of SEO knowledge on the web which will help you.
Here is one that helped me…1 hour SEO course.
Alexa.com is a great way to find out what sites are moving and a shaking as well. Check it out…lots of interesting information you can find out about your website and others.
RAWTALK 
Hi,
My blog has an Alexa ranking of 20,557,479 as of June 4th, 2008. Is that a good number or bad? I just don’t get it!
Thats good that you have a number at all! Just keep doing what you’re doing by networking with other websites and bloggers and watch your incoming traffic increase while your Alexa traffic tracker decrease…and thats a really good thing. Search 1hour SEO on the web for more knowledge.
thanks for you comment.
Hi! I was surfing and found your blog post… nice! I love your blog. 🙂 Cheers! Sandra. R.
Thank you, Sandra.