This sounds like Shadow People, there are a race of beings, called shadow beings. They are usually about 6 and half feet tall, some wear a black hat and a long black trench coat. Others do not, These are beings that pass though our demension. However they usually do not follow people around like that. They usually pass as shadows on the walls, or can be looking at us in our bedrooms when we sleep, as people have waken up and seen a tall dark figure staring at them, then he just walked through the walls and dissappeared.