It is important to feel safe in life, but in spite of the fact that this is the case there might be a fair number of situations where you would start to feel like someone or the other is following you. In some cases the person following you would be some kind of a malicious actor, someone who would most definitely want to do you lots of harm at the end of the day. With all of that having been said and now out of the way, there is also a chance that the person that is tailing you is actually a private investigator.
If this is indeed what is occurring, the question that would be most pressing to you would be why this private detective is on your case at all. The best thing to do is to think back on your behavior. If you have been cheating on your spouse, that is probably the reason why you are being tailed since your spouse may have figured out what you are doing and is looking for some evidence that they can use against you in a court of law.
There are some even more serious reasons for people to want to use PIs as well, such as if you are suspected of committing any kind of financial fraud. You should hire a lawyer if you have been followed in the past few days so that you can prepare a legal defense that would render you more or less untouchable from a wide range of points of view. This will keep you safe if the PI has some kind of vendetta against you as well for the most part.