If there are friends in your Friends’ Shares list that show a “Nothing is shared with you” message after you've clicked on their name in the “Manage Friends & Share Groups" dialog, that means they have not yet shared anything with your Account Name. You should contact them and ask them to set the sharing in their account to share with your exact Account Name. Learn more about Limited Sharing.
Note: when you visit someone you do not have to be logged in to Keep&Share to view any Public information they are sharing, as this is information they are sharing openly on the world wide web.
But you must log in to Keep&Share before you will be granted access to privately-shared information they have explicitly shared with you by Account Name - this is to validate your identity and protect their information.