I might be cheating with this one, since this features two youkai: the Yosuzume and the Okuri Inu! There is a big reason for it.
The Yosuzume is a rare bird that appears in a swarm that will circle the person. This usually doesn't result in anything directly bad from them, but they are harbingers of misfortune, and heralds of the Okuri Inu.
The Okuri Inu is a fierce black dog that stalks people on treacherous roads. It is so savage that while it stalks you, no other youkai will come near. If you stumble, it will attack you as soon as you fall. The only way to prevent this is to pretend to rest as you stumble, since it will wait for you to continue walking.
It won't follow you into a town. So as long as your footing is sure, it will be a menacing but harmless protector.