The feeling that somebody is following you may disturb you sometimes. But it is quite natural and maybe caused by variety of factors. In fact, it is a kind of social paranoia which may happen to anybody. In this type of disorder you tend to think as somebody is trying to harm you in some ways. To overcome this feeling, you should consider talking to either a counselor or one of your close friends. You should increase your mental strength by thinking that nobody is trying to pursue you or harm you. You should go out and meet your friends. It will help you to avoid all kind of weird thoughts and make you a social person. You should try to avoid being alone until you get over and indulge in the other things that you find more interesting.