Once you go visit a Document Library you will see a small STAR ICON in Share and Track Ribbon Group.  Clicking on that in case retuned the above error.  Another thing that I was trying to System Account so I switched my user on Windows 7. 

Seems Like I can not Follow the full Document Library.  But once you select a document the ribbon will get enabled and let you follow up.

The document I am following will be visible on my mysite.