Question: Why does the global warming in the atmosphere have to to with changing temperature in the ocean?

Answer: The atmosphere and the ocean exchange energy simultaneously based on the different in energy, density, and pressure gradient. Any changes in energy gradient in the atmospheric circulation would eventually reflects on oceanic circulation as well. 

Question: What is climate feedback?

Answer: Feedback is things that respond to temperature change (and also affect temperature as well). The picture illustrates positive feedback of oceanic temperature which influence by changing atmospheric temperature.