Security Advisory: Links in messages may lead to maliciously operated websites that could track your IP address and reveal your identity, or they may contain harmful files. The DiscordLeaks team does not check links and cannot make any statements about the safety of following these links.
Some ways to protect yourself are:
If you are using the Privacy Badger or other privacy extensions, you may need to whitelist Discord and related domains in order for the images to load.
I've had people yell at me just keep walking if they follow, go somewhere more discrete turn alleys and corners. Most people won't follow, then just head back to your vehicle in leave. If you aren't getting followed just get out of there, there isn't a lot of need to panic.