They like to observe during times of stress and major change in my life. Most of them do not like it if they realize I see them too. I have found when this happens they will react depending on your emotions. Try to stay calm. Do not look directly at it until you have become accustomed to it. Let it know you see it and that you want it to leave.   I usually say "I do not want to see you." and most go at that point. The few that stay get bored and move on if you don't pay attention to it.
     I did have one that stayed for a few months about 16 years ago. It was also the last one i had  problems with. I would have to say good night to it before i went to bed, to prevent problems. In time it moved on too.
    
    
      If you fear it it will cause more fear!
      If you are angry with it will be angry with you!
      If you stay calm it will do the same!

     Probably will never know what they really are, but  people have talked about them for a very long time.
Try searching jinn mythology and you will see what i am talking about.