It's a very common misconception that the home page is the only place a visitor will enter your site.
Ticketmaster sued Microsoft in April 1997 because Microsoft linked directly to a Ticketmaster purchase page instead of their home page. Since then there have been 4 other large visibility cases all resulting in dismissal.
"The whole point of putting information on the Web is to make it easier for people to access it, so companies should be thrilled that other sites want to link to them." - David Sorkin, dontlink.com
Facebook users deep link all the time, they just don't realize it. Pasting a URL into the FB Publisher box (aka making a "status update") is usually done to share something interesting with friends.
Deep linking is extremely valuable for SEO, which is something we've learned over time and testing. The more Deep Links a site has, the more Authority it will acquire. (See our course on Website Vocabulary for the definition of Authority)
Google Analytics will show the pages of your site that other have linked to. When tracking, we call these "Landing Pages" and to view them in Analytics you click the Content link, then the Top Landing Pages link in the left navigation.
The first "Top Landing Page" is usually your home page, shown as a "/" and the pages listed below that are very important for delivering first impressions. Look at the Bounce Rates for these landing pages. Improve upon each of these pages until the Bounce Rate is in the 30% to 45% range, or lower.
To find out more about Google Analytics, you can watch our DVD series from our Live 1 and Live 2 events.
(By the way, did you know that a hare can run at 45 mph?)
