The brothers never really noticed when they were being followed by something that they had never even heard of the likes of before. It probably didn't help that what was following them had the ability to be un-noticed after a few millennium of hiding in plain sight, but when strange things started to happen they paid a bit more attention. At first it was little things, things that could be written off as just luck. But larger things started to happen. They would find the monster they were hunting to be dead by the time they got there. They would go to bed torn up, broken, and bruised, and they would wake up without so much as a headache. But since it wasn't really a bad thing, they decided to let it go more often than not, just chalking it up to nothing more than a "guardian angel". When they woke up to their room ransacked and the Impala crushed, they realized they might have a problem. So they did what they do best. They started to research what they could, but they couldn't find anything. So they decided to wait. Eventually it would slip up and they would find it.
She started following them in Milwaukee, Wisconsin, when they were hunting another shape shifter who was parading around wearing their faces. The being had heard of the Winchesters before, yes, but she had never actually seen them. The first that that she noticed was that they were marvelous hunters, and truly amazing to see in action. They cared about the well-being of the people that they helped, which was a rare thing to see in hunters, whose main goal was usually to hunt whatever creature was out and about, without care for who got hurt in the process. The second thing that she noticed was that they were being hunted by something big and bad. Because of how very bored she was, she decided to watch for a while, see how it all turned out. The next town that they went to they again took care of the people that they saved. Again and again and again. Without realizing it, she started to take care of small things for them, like healing small scrapes and bruisies, fixing dents and small scratches in the Impala, and leaving clues to help them on their hunts. She also kept an eye on the thing that was hunting them. It went around behind them, picking up clues about them wherever it could. Only one of the two creatures ever knew about the other.