I was recently doing a companion quest with Vilkas, and he was shouting for help just outside of Whiterun, when nothing was attacking us, or even hostile. Vilkas shouting for someone to come rescue him didn't sound right by itself, as he's a big two-handed warrior and a member of the Circle.
I run into this with followers while using the UFO Horses mod, if there is a follower horse available they will ride when I ride. However they will not dismount unless I dismount, and that includes when we are attacked (the only exception so far being Ulfric, who was separately modded in as a follower, that's probably why).
So if we are riding along and get attacked by so much as a skeever I will hear my follower behind me going "help... somebody do something." It's kinda funny, especially when it's someone like Marcurio who could take out a charging Skeever at 40 paces with one bolt of lightning if he weren't glued to his saddle.

No idea why Vilkas would do that, though, if he's just standing there. Maybe he was sleepwalking and dreaming that Njada had him cornered in a broom closet and was trying to hit on him.