So early on in the game Lydia started following me. After a few times of her dying and reloading I started telling her to wait for me either just outside the area I was expecting to battle in, or back at town before setting off for a guest. Well, I left her waiting in the Companion's building in Whiterun before a quest, during the quest finally acquired my 5000 gold, bought Breezehome before heading back to the Companion's building to pick up Lydia, and found her to be gone. Found her in Breezehome when I went there to drop off some stuff. Told her to start following me again, but she insists that I've already got someone following me and won't join my party.

I thought it might be just Lydia, but in coming across mercs for hire and other possible followers, they all give me the same message when I try to get them to join my party. At the moment, the only person I can get to come along with me is the dog in Markath.