I feel like I am being followed by a spirit how could I contact it or find out what it wants what should I do?

You have to gain enough knowledge and magical defense/shielding before attempting to contact any spirit, because you cannot assume that every spirit is benign.

You don't have to do what it wants, or else it could come behind you and trouble you. You can always send it away and not be kind. If you intend to communicate with a spirit, you could be able to send it away (banish it) any time it turns to be a trouble. Without being well versed in the techniques of banishing a spirit, it is not a wise idea to invoke or communicate with such sentients.

The more safer ways to communicate with sentients in different plains is in the dream state. Once you wake up, the connection is broken. But beware that you shouldn't explore in to that realm if you sleep alone in a room, locked, that no one could wake you up if things goes wrong.