I have three followers -- is this a glitch? (possible spoilers)

Uthgerd the Unbroken, Esbern and Delphine. I acquired Uthgerd in the Bannered Mare in what seemed like the regular way to get a follower. She has all the usual follower conversation options, including sharing items. Esbern and Delphine showed up together when I was attempting to re-forge the three pieces of the Gauldur Amulet in the cave under the waterfall. I couldn't complete the re-forge because the emerald claw wouldn't unlock the door, even though the combination was right. I can't share any items with Esbern and Delphine, but they follow me everywhere and fight for me. Delphine occasionally says "Lead on to Sky Haven Temple" or something like that, which is apparently part of Alduin's Wall quest. Anybody else have this happen? I'm on Xbox 360.