When you start to see the same handful of people popping up in different streets, different towns, different states, you start to understand how paranoids can believe they're living in their own Truman Show.
When they pop up in different countries you start worrying that you might be becoming a bit 'conspiracy theory' yourself.
It also plays wonderfully to your sense of self-importance. There's no apparent reason why these people should be following you so there must be something extraordinary about you that you just don't know about.
One wrong step later and you've got yourself convinced that you're the next Jesus Christ/Harry Potter/poor-goat-herd-turned-royalty, have attracted a devoted following in California and are able to live off the donations of the faithful before they become distracted by something shiny and scatter like startled chickens.
Broke, listless, alienated from former acquaintances due to their refusal to believe you the Messiah/a wizard/their liege, living in a cardboard box, you will at least be able to comfort yourself with the assurance that something is bound to happen sooner or later because this is your story and you are special and, like John Connor, you will rise from the rubble!