What is following me? Is it a demon, ghost or angel?

Yes, that is most likely a demon, and yes, it is bad. It is messing with your mind and you need to get it out before it starts to physically hurt you. Demons are nasty creatures, and they will stop at nothing to destroy things. You need to find a Wiccan or demonologist to help you. Look online for someone, and do NOT get it exorcised. Get it BANISHED. Exorcism does not work, trust me. But do so before it begins to harm you. And also, don't always rule out mental health issues. There are different diseases out there that you could have that you haven't been tested for. Science before the paranormal, always, and then if science fails, go find a Witch who can help you.