The kid I got from Whiterun is fine, but every time I enter my Windhelm house Sophie runs up to me, follows me, and constantly initiates conversation, no matter what I tell her.

Sometimes she follows me outside the front door and continues to initiate conversation.

The kids are a bit odd at times; I have a huge mound of headless permacorpses at the graveyard, and I found them hanging around those corpses at 2 am.

Ummm it's past your bedtime...