Last month while I was using messenger I realised something really interesting.
When I setup msn to have a small view of my contact's pictures in the main screen and any of them open a conversation window but he doesn't type anything I can see that his/her picture change in my msn. This was a way to know if somebody was "having a look" to your picture
It seems that since a few days ago this doesn't happen anymore.
Could you  confirm this or maybe it is just my imagination?

Well, that's just your computer connecting to theirs and downloading their updated display picture, it does that randomly every now and then, even if you don't open a window with them.

No, you aren't crazy.