It could mean that she likes you, has no one else to try to talk to, or is possibly a stalkerish creeper. In any case, try to include her somewhat and if you like her, do your best to make her feel like a part of the group.
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If a girl is constantly eavesdropping on your conversations, it could suggest that she is interested in you or simply curious about your life. It's possible she wants to know more about you or is seeking information for her own reasons.