The feeling that somebody is watching you may annoy you sometimes. This may be a mere suspicion also. Actually this feeling may be an outcome of a kind of disorder called social paranoia where a person becomes more cautious and suspicious of other people. But it is perfectly natural. In this case, you may wish to seek counseling. You should talk to the persons who are close to you and try to stay calm and positive. Never let these thoughts come into your mind. This is how you can overcome your problem.