Nothing to do with the Companion faction !

I had Lydia (or whatever her name is,the one which is assigned to you when you become the Thane of Whiterun ) as my companion and i think she either got killed or something,and now that i have to have some1 else follow me ,the Npc says that i already have some1 as my companion? ... so what happened to Lydia,dead,bug...?