That sounds really scary. I know this probably isn't the kind of advice you came here for, but what you're describing sounds alarmingly like the early symptoms of schizophrenia.

Based on your comments you're about the right age for it to start (late teens to early twenties for men, later for women). You're experiencing a ton of strange things and they are escalating. The strange things are primarily auditory and you believe that you are being watched/followed.

I'm not saying this is necessarily what's happening. It's possible someone is pranking or stalking you, but you should be aware of and open to this possibility.

The best way to handle this is to be open about what's happening with the people around you. If you are being stalked it will let them know to keep an eye out for you, and either way they know you better than any internet stranger and are in the best position to help you with whatever is happening to you.