That is a strange coincidence she followed you! I would probably tell her that in session as I thought it would be a cool story. But you probably did a wise thing to unfollow her. Or at least it would require a discussion.

When I was in therapy I did not look at my T's social media often. I just had a feeling it would not be a wise thing to check. Besides she always told me things I wanted to know and asked.

After my therapy was finished we became friends, and we are connected in social media as well.