At first, you came to Sam in his dreams. You didn't do much. You were just... in the background. Then you'd get closer... and closer... until you finally spoke to him.
And then, he started seeing you... everywhere. At first, he thought he was going crazy. That was until you helped him out a couple of times on cases, providing answers the average person... or hallucination couldn't. He soon realized you were a ghost.
But, neither one of you really knew why you were attached to him or why only he could see and hear you. But, it still became routine. You'd appear to him often. He got used to it but kept it hidden from Dean. Dean already worried about the migraines and visions Sam got that connected to yellow eyes.
He didn't want to give his brother more to worry about.
One day, as Dean was out at the morgue, checking victims' bodies, Sam stayed back to do research. He suddenly felt a chill run down his spine, and he could see his own breath... he knew you were there.