All the answers here are about you seeing somebody looking at you in your peripheral vision, but that’s clearly not what you’re asking.
If you are asking why you can “feel” someone looking at you and it turns out to be true, that’s the result of confirmation bias. You notice all the times that you “feel” someone looking at you and when you look up you see that someone is, but you ignore all the times you “feel” someone looking at you and when you look up nobody is.
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