Walls – Building a retaining wall with dense concrete blocks, best way to lay each course

The blocks you linked to are more for decorative purposes; one or two courses around flowerbeds or trees. What you're going to need for 3'-4' of retaining wall is something like this:

This is engineered block from http://www.anchorwall.com (I'm not affiliated; it was the first thing that came up when I Googled "Retaining wall blocks"). As you can see, they (and most other providers) can put that "hand-chiseled" look on just about any type of manufactured stone, and color it to your liking, so you should be able to get pretty close.

Understand that a wall like the one in the picture will probably run you between 15 and 20 grand, installed. On top of the blocks and the labor, there is a LOT of prep work that goes into building a wall like this. You have to consider grade on both sides of the finished wall, water drainage (water will sink into the soil and collect behind the wall), as well as build a proper foundation beneath grade (this particular wall represents maybe about 20 TONS of stone, so it needs a very solid base of compacted crushed gravel to prevent shifting and sinking). And yes, you need all of this, because if this wall moves, the soil behind it moves, and then whatever that soil is supporting (like your house) will move.

If i understand the question, you want to use these blocks to create a retaining wall for your patio? the patio will be enclosed by these walls?

A 28" wall made from solid block is fairly heavy and might settle if not built on a footing or well compacted gravel base. You didn't mention what part of the country you are in. If you are in an area with ground frost, a footing becomes even more important. Seasonal movement can be substantial.

At 6 blocks tall, I would not recommend masonry adhesive. I think you should consider using mortar instead. Adhesive is fine for caps or just a couple of courses, but six interlocking courses should have mortar and possibly vertical re-bar if you want it to last more than a season or two.

Another consideration is the drop off height. 28 inches is a substantial drop. You should design some sort of railing or barrier so you or your guests don't step off a 3 foot drop to a broken leg or neck during a festive BBQ. Since I always cook with beer, it would be a concern to me!!!!