I tried a while back on yahoo answers to get an answer to my question but instead yahoo deleted my post for no reason at all which makes this next part a little more unsettling. Now a little backstory:
I was in the Bannered Mare and looting the bags and barrels underneath the staircase when I heard someone in the room say something like "Yes?". I got shivers right away because it sounded different than the other people talking in the room. It seemed..closer. Close enough that I looked behind me in real life before turning my character around.
When I did finally drum up the courage to look I was standing in front of a woman I have never seen before. Now I had already clocked like 400 hrs on this game alone so there aren't too many unfamiliar faces in Skyrim for me. I was curious to say the least. Her name said Adla Raf and I noticed I could talk to her so I did. The only option I had was to ask her if she could "Follow me, I need your help." so I clicked it and she became my follower.
She was an epic fighter! Like nothing I had ever seen in Skyrim before. Effortlessly weilding master ice and flame spells she made light work of anything we came across. Then I fast travelled. In my game I rarely ever fast travel. I love the scenery and the realism of walking or riding from town to town. But this time I needed to fast travel. My pockets were brimming with all the loot I had stole from Whiterun earlier and I was to go on a quest delving deep into a dwemer ruin so I wanted empty pockets. When I fast traveled to Riften from Markarth Adla was no where to be seen. I tried backtracking to Markarth but she wouldn't come. I even reloaded a previous save where I still had and she was just...gone. Gone completely from the save I knew I had her in. I also had zero, zip, nilch, for mods at this time. Can someone please explain this to me? Is she a glitch? A ghost? Something altogether different?
Here is a link to her picture: http://s3.postimg.org/lonxipdzn/Adla.jpg