Have you ever been followed home?

Without giving away location, I was leaving work (a night job) early as the sun rose today. One of my coworkers and a friend of hers suggested a trip to Komeda for a little food since we just worked the whole night. As soon as we left her friend and I chose to walk her home. We turned the corner, and a very plain, regular looking young woman started tailing us. Not like, sneaky stalking a block behind us. She kept maybe a meter away from us at all times. If we ever stopped long enough to pay her attention she'd act as if she was doing something else. Then silently continue following us.

I should mention that all three of us are foreigners, and while not incredibly flashy, one of us was dressed a bit Gothic, all black, torn jeans, piercings, etc. Perhaps she was fascinated by him? But why follow so closely, and why silently, and pretending to be doing something else??

We dropped our friend off at her complex, and waited. Still there. We then whispered in our language (not English) to split up and meet a few blocks down. So we did, and discovered she was tailing our goth friend. He's lived here for years and never seen anything like it. So we walked for another 30 minutes (she's been following us for an hour now) and I come up with a plan.

We go to the metro. She follows. We go to the men's bathroom. She waits for us to come out. We get pass the gate and she comes along. I see the people coming up the stairs and I know this is it. I grab him and practically jump down the stairs and race into the car as the final beeping starts. She runs down the stairs and as she approaches the train door we entered I block the entrance and FINALLY catch her eyes. I give her the meanest death glare I can, no words spoken. The doors close and she is on the other side.

Nothing about her seemed odd other than the behavior. Clothes were regular looking and clean, hair kempt, had a small bag with her. Why on Earth was she tailing my friend so closely without so much as a single word? Was she a yokai? We weren't scared because either of us could've dealt with her if something extreme happened, but we really didn't want to have to shout her down or threaten her since we're the gaijin and escalating would've just made things worse for us later.

Has this ever happened to you? How did you deal with it?