A lot of the time, they follow each other so that they can talk to each other in FunMail - you can't FunMail someone unless they are following you.
Meaby because they want advice from you, the like your answers, or profile, or simply to get to now you to become your friend.
For me, I follow because their questions & answers interest me or that they have an interesting profile or site name...
sort of like adding a freind on facebook etc.
Ohh yeah im interesting!! haha