Well, there could be many causes for something like this... you should definitely consider consulting a **trusted** health care practitioner (which could be Western medicine, complementary medicine, or any modality you've found helpful in the past).
That being said, though, there are some remedies from my tradition (Haitian Vodou) that can't really hurt and might help:
You should clean your son's sleeping area thoroughly, and either do a carpet sprinkle (if you have carpeting in there) or a floor wash (if you don't). Holy water, chamomile, hyssop, lemon peel and crushed eggshell are some of the traditional ingredients. When you're cleaning the floor, be sure to start from the corner farthest away from the door, and move toward the door as you work, like you're "sweeping" the negative energy out of your son's room. Once that's finished, you can sprinkle salt around the corners of the bed he uses, and hang holy symbols (from your own religious tradition, or the tradition your ancestors followed) over both the bed and the door.
Since your son says this entity "follows him around", you may also want to give him a head wash with similar ingredients, and you can add a small bit of liquid castile soap to make it like a shampoo. Your son should start with the top of his head and scrub downwards, again like he's scrubbing the negativity off of him. (If he is like many tween boys, you may need to double check to make sure he actually bathes and uses the head wash!!!) ;)
Hope this is helpful! Please check back in and give us an update.