I was getting that one for a while because I lost my elf companion that I didn't realize I recruited. I was stalking a few Elks and all of a sudden he walked by and the menu came up asking him to "Follow me"... I fired him right after though because he was friggin [censored].
Also, one time I THOUGHT I killed Lydia and left the area I was questing in to see if she'd respawn in the keep but nope... I found her 2 days later walking on the road like she was going on a stroll. When I got close she turned to me and the option "Follow me" showed up again.
Oh, and if you have a companion and tell him/her to stay somewhere you better remember where that is because that's the ONLY time they'll really listen to you!
So, really I'm not too sure I helped at all. It's kind of better just to fly solo unless you run into something really hard because it looks like a lot of really random stuff happens for no reason at all. Yesterday a mammoth killed a dragon at full health when my arrows were hardly damaging it (and I'm at lvl 30), then I found my companion hanging out at an imperial camp nearby instead of helping me with the dragon (and I'm Stormcloak sided! Traitor!).