Pip thinks that the convict Compeyson is following him. Compeyson is the man who jilted Miss Havisham and betrayed Magwitch.
Wopsle tells him that one of the two convicts that had escaped when Pip was a boy sat behind him in the theater.
“Then, Mr. Pip, one of those two prisoners sat behind you to-night. I saw him over your shoulder.” (enotes etext p. 260)
Pip knows that Magwitch is not following him, because he has Magwitch safely tucked away.
I cannot exaggerate the enhanced disquiet into which this conversation threw me, or the special and peculiar terror I felt at Compeyson's having been behind me “like a ghost.” (p. 261)
Pip has always been nervous about Compeyons, and he gets very worried when he finds out the Compeyson is following him to get to Magwitch, and realizes that they need to get Magwitch safely out of the country. This may involve moving up their timetable.