Say to the demon "get lost!.in jESUS NAME AMEN!":D
Well, they don't exist, so there isn't one following you.
It may not be a demon you know. It could be a spirit just hooked on to you. You must find out what this entity is though if it wont allow you to sleep at night. You have to find out what it wants. But do not provoke it. Do not yell at it or do anything harsh. It will only attack. I suggest getting a priest or someone spiritual to help you. I hope this helps anyone who has this problem.
If a Demon is following you, you will know. If your imagination is getting overactive, you will be posting on the internet. But if you arent quite sure (hey, it happens) go see a pastor, or minister. Or a priest. I hear Catholics are good at banishing demons.
I have this feeling that a demon is following me and watching my every move I can't sleep at night and no I am not a catholic person or beileve in god I don't beileve in nothing or no one that can save or destory my soul but this feeling won't go away either it crawls up my spine every time what should I do then