A walk with Romans and ghosts on the Great North Road

Stamford in Lincolnshire is the northern end of the nine-mile section of Roman highway on the writer’s walking route. Photograph: Andrew Fox/Alamy

After a while it is clear that someone, or something, is following us. A figure, some distance back. But here’s the thing: it doesn’t appear to draw any closer, or get further away. It seems to remain, matching our pace, just at the edge of vision – at the edge of the dusk now descending over the grand Lincolnshire parkland surrounding Burghley House. When we stop, the figure vanishes. When we set off again, it returns. A shrouded shape; a shadow stalking our steps.