I have the game, I am already connected to Steam, but I keep getting the message that I need to connect my Steam account in order to play. Any Ideas?
You need to "link" your Steam account to your FAF account in order to prove to FAF that you own a copy of FA
This is different from being logged in to Steam
Here are some instructions to do it: https://wiki.faforever.com/index.php?title=Setting_Up_FAF
The instructions are in the section called "Linking to Steam"
If you continue to have issues you can PM me your account details and I can look into it