One of most common worry I have found across all my friends who recently joined google+ or have been using it quite lately, is that they are worried whether all the picasa web albums appear in their google+ photos section as well, they are normally worried if their friends and followers can see those albums or not.
Google+ follow some strict privacy options so by default you should not worry about your picasa web albums become visible on google+ profile under photos section. Still in order to cross check you can go to plus.google.com and login to your google+ profile.
Once you are logged in, go to photos section and then click your albums under the left pane as highlighted in the image below.
Now click the text link which says change how your albums are shared as shown in the image above. Once you click it you will see all the options which lets define who can see which of your picasa web albums.