This is a dangerous trick that high to medium level players do on low-level players for the fun of it, or for vengeance.
The Scam Edit
Normally a medium or high level player will say 'follow for 1 mill drop party' or something like that, in a city where there are lots of people, and get lots of low-level players to follow them, quite often players who don't know their way around Runescape. Then the player doing the trick will just go near some aggressive monsters that can kill lower levels, like the Dark Wizards south of Varrock, or the Hobgoblins near Melzars Maze. See also Draynor Vampire Scam.
How to avoid it and stop it Edit
If you are a low level player then you can follow them if you want to and as soon as you see a monster that can kill you, run. This is not reportable as there is no rule denying it, but is quite dangerous for low level players.