We would suggest you to file an F.I.R immediately at your nearby police station. You should ask for protection from the police. As you said, you have a feeling that someone is stalking you, then it might get very dangerous for you. The stalker may also try to harm you. So, it’s better to take precautions before getting attacked. You should also try to keep a pocket knife for your own safety. I would suggest you, try to stay in the crowd as much as possible and try to avoid lonely roads as they are easy to attack. As you don’t know the motive of your stalker so you should try to stay away from any dangerous situation to avoid any mishap.