Even if you follow no-one, other users may find your account and follow you. As anyone can follow anyone else, you cannot stop them, but, if you suspect they are following you with bad intent, you can always block them.

On the other hand, you may want to follow them back. Before you do that, do vet their account, to check that they are not a bot or a troll. Do check the advice, under 'Following', to see how best to do that.