To stalk is to pursue, harass and/or persecute someone with obsessive attention. This attention is, needless to say, unwanted.
The mind of a stalker is a mine field of bizarre imaginings, few of which have any connection with reality, as the rest of the world understands the word. The journey to that state of mind must be a fascinating one which would have given Sigmund Freud plenty of subject matter for study and diagnosis. Novels have been written and films have been made, but there seems to be no simple answer to the question 'why?' or 'what caused...?'.
To be on the receiving end of the attentions of such a person is not a pleasant thing. They live in this fantasy world where they imagine themselves to be in control. From being quite pathetic creatures to becoming manipulative and cunning happens in an instant, and like all unstable elements they are unpredictable and dangerous. They are invasive and do not understand the concept of being unwelcome in the life of their target.
Rejection evokes anger in them and they often resort to threats and violence. Treat them kindly and they firmly believe that you desire their attentions. They want to 'win', but keep changing their goal. They can believe themselves to have a divine purpose in their victim's life.
If you have a stalker invading your life, get help. Stalkers cannot be gently or politely shrugged off and become more dangerous the longer you allow them access to you and your life.