I Always Feel Like Someone Is Watching Me. Can Someone Explain?

Indeed, you need to get your mind free. I think maybe you care too much about what others think about you. So you think you are always be watched by someone on whatever you are doing. I think you need to relax, close your eyes, think nothing for 10 mins, then you might feel better.
And also, you need to know that you are not celebrity, and every one is busy, not so many people really pay attention to what you are doing, So take it easy!

You say you have a feeling that everyone is watching you. Feeling is the key word. You are self conscious and fear that everyone is watching you. In reality most people are so self absorbed that they take little note of anyone else. Work on your self confidence. Make good choices for yourself and feel worthwhile.

What you are describing is paranoia. I would discuss this with a health care professional.

I do feel the same thing (Truman show) and whatever they say to you, don't never trust them. THE GAME or THE SHOW they called it (and I'm not talking about life in here) the facts is that if you know too much about this game they will be playing tricks(mental tricks) to disturbed your mind like; maybe its you...maybe its god or some kind of bullshit like that (metaphoric or reversed stuff) don't watch don't listen just e-mail me and I explained to you how to reverse there plan in there own hypocrite faces....  Alias the biggest actor in the world for these morons(they never catched me)

Paranoia.  A heightened extent of over hypochondriac ... You perceive your life to being watched for no true purpose other than the repetition of inability to control the difference... Make sense?... No?  try this... Every time you think someone is watching you... Turn around and yell real loud.. "AHA! Got you!" if someone pops outta nowhere and runs... Well then chase them down and ask why they are watching you...other than that you will feel like an idiot every time you do it, and eventually your brain will realize you need to calm the F down and quit being a hypochondriac... Have fun scaring noone!

Kmo had a good answer, your retraining your brain in other words.  however if this does not help then you should talk to a professional as it might be underlying of something else.  Some ppl feel that way because of something that has happened in past that they don't think about consciously but their subconscious is screaming it so loud it comes across as paranoia.  If you can not retrain and talk yourself out of it, or you feel it is impacting your life to such a point that you don't want to live with it or feel it might get worse, then go seek a professional, sometimes just need someone you don't know to talk to and vent.  :)

You could be just paranoid or you are probably feeling this because people say that the government lessons and watches your every move.