I don't know ANYTHING about episode 2 aside from the fact that a dog attacks Clem, and Omid MAY be dead (DON'T YOU DARE FUCKING CONFIRM THAT).
But all the ones that followed the train in episode 3 were roamers. Michonne explained it pretty well in the comic. She said that they're always noticing you, and the longer you go, the more that are following you, so it's just a matter of time. She said it's best to stop every once in a while and clear your tail.