Some considerations on whether or not you might want to share a data connection with other apps in your account.
When creating a connection you will see an option for sharing the data connection with other apps in your account.
A few items to consider when choosing No (default) or Yes.
You can change this setting after creating a connection by clicking on the connected widget, then Manage Data from the right hand properties panel.
Choose the settings tab and you will be able to adjust the sharing settings.