The reason usually falls into one or more of several categories like; it’s a trap, I'm not worthy, I'm not finished here yet, I'm afraid, I don’t want to leave the ones I love behind, I didn't know I died.
Yes, we can all help those souls that didn’t go onto the Light. The Angels can’t interfere with the decision made by the souls which stayed here rather than going into the Light although we can.
Most of what you need is the ability to hear or sense what they say, the rest is very easy. For some people this is easier than others, we all have the ability. If you are not now able to do this and want to I would suggest you look for local training through a spiritual group. Such groups can be found in places like Meetup.com. The internet is a wonderful thing but I DO NOT recommend taking this kind of training over the internet. Learn from someone you feel comfortable with, and in person.
A Psychologist may suggest that it’s all in your head. Unless you’ve done something in your past to be followed by the CIA you could have something following you around. The question is, what is it? It could be a Lost Soul, or it could be what is commonly called an Angel. We all have loved ones from the past and Guides or Angels helping us on a full time basis and most people won’t notice them, some people do notice them.
Most Lost Souls won’t harm you and only a few will be bothersome. The group of Lost Souls that could be a problem is the malicious souls, and only the strongest of those will pose much of a concern to your well being.