If you move around the level, are there other fans (Otomos, Takos, Pebbles and Jailbirds)? You don’t actually start with any followers, you first have to convert other fans for them to become followers.
To do this, you walk over the blue tokens to pick them up, then select them with your mouse wheel or the 4 key (the icon in the bottom right, showing you how many tokens you have, becomes a bit bigger once selected) and throw them at whoever you want to convert (it takes 10 tokens for the small ones and you get 5 for every collectible). And once they’re converted, you move the target circle over them while holding right click, then they will follow you.
Otherwise, if there really are no fans roaming the level, then it would indeed seem to be a bug.