I honestly wish something like this would happen to me. I would have so much fun stalking the watcher and trying to figure out his identity. I'd leave messages to him on my door, I'd leave little cakes outside for him and I'd invite him to 99chan.
In the messages to the family, the watcher makes it seem like he doesn't want the house to be altered in any way. Maybe I'd change the wallpaper to something hellza tacky just to see how he would react.
Of course I'd get a gun and install some cameras in case he turned out to be dangerous. I get the impression he's just some guy trying to be creepy, though.