The best response is:

d. Calmly cross to the other side of the main street to see if the person does the same.

It is a good idea to cross the street to see if the person behind you does the same. It is not a good idea to turn onto a narrow side street off the main road because it is more likely that there will be other people and businesses on the main street. If you have a feeling that you are being followed, you should not ignore your feelings. It is better to simply cross the street to check than to ignore the situation and put yourself in danger.