Same here kinda goofy, I turned around once and outta no where he kinda jump scares me right in my face.

Think they came with the newest patch. They are supposed to help players get access to information when they venture into the Endless Realms - but they sure be creepy when creeping up from nowhere.

I think it's a bug with the faction relation system / the way patrolling guards work:
Around hallow-town, if you're friendly with the Inquisition, you can ask guards to follow you around to help with fights.
Seems like the skeleton guards are supposed to do the same, or for some reason are affected by the same code? If I remember correctly you don't even have a dialogue choice to ask them to follow you, they just do.
That being said, I think they do it before you are even friendly with the queen. maybe it's intended behavior? They're just *really* interested in seeing a living mortal.

Almost got locked in a room because 2 of them were blocking the exit and wouldn't move from it.

Gotta make use of the home teleport spell. Though one time I just killed the guard. It was annoying. It kinda just pushed me to finish the region quicker lol

An Endless Guard Keep Following Me Help Me

I've Not Been Long in the Area But After Entering and Leaving Sepulchre One of the Guard that are Outside the City Near Where You Buy Your House He Started Following Me. I Assumed I'd Committed a Crime or Something But then I Somehow Got Dialogue with Him But Somewhat I was able to Kill Him

"Cult of the Endless Guards"