The Adoring Fan from Oblivion, obviously! We'll find out that he's actually a time-traveling wizard or something that was just hardcore trolling the player character from Oblivion.
OT:
Even if there will be potential companions in Skyrim, I won't use them. I loved being on my own in Morrowind and Oblivion. When I played Fallout 3, though, I found Fawkes and thought he was awesome. Then, after a while I realized I was using him as an indestructible tank and crutch in every battle and stopped enjoying the game. Even if I went out on my own, I was so use to his assistance that I was viewing every battle as an annoyance than as a legitimate threat in that lonely wasteland.