Hi Seda
I have just been doing some research on the passing of link juice from Twitter this morning and came across this article online. http://abertram.com/t-co-no-longer-passing-link-juice/ I have also read that Facebook links have 'no follows' attached to them.
Twitter/Facebook etc are really great for passing traffic to your website. With Opensite explorer showing how many facebook shares, Google +1 button etc then it would be important to keep encouraging genuine customers/clients to share and like the content that you provide on your website.
I would have thought that as long as the links were genuinely created by real Facebook/Twitter users then I wouldn't have thought that the links from Social Media would be a problem (as far as any Penguin penalties went). Any drop in search rankings is more likely to be because of links from websites that Google considers from bad neighbourhoods/link farms etc.
I hope that helps with some of your questions.