it is following you. So a good question is if it is warning you or if it is intimidating you. Spirits, like the living, can lie. I have no feelings at all that you are going to die, and I am pretty good about that. Make some black salt. Mix sea slat with the charcoal ashes of a protection spell. Crush some red bricks, and use the dust. Make a banishing protective barrier at least around your bed, but around your property, home, would be best. Also get an amulet, "prayer boxes" charms work best. You can put protective oils and herbs in them and wear around your neck. They range from $3 to $300. Depending on quality and metal. Our coven wears these, in silver, 24/7.
They are on ebay too. "prayer box charm"
Blessed be all who use the magick of the Gods