This could be one of may things..
Could be a spirit guide, could be feeding off your energy.. could be your imagination and mediums are just telling you what you want to hear so they can earn from you.
We'd need a bit more detail about exatly what's going on, why you feel this spirit may be attached to you and things like that.
There are many explanations as to why you might feel something touch you.. a breeze of air, a hair moving on your skin..