I have had this buff on my character for quite some time now. And i have a thing that has been following me around that looks like a treasure goblin. Trying to figure out what it is.
I can't answer what the buff is without some more detail on it and/or screenshots to help identify what you might be talking about.
I can however answer that the treasure goblin following you around is the result of the legendary Puzzle Ring. The Puzzle Ring treasure goblin follows you, picking up any common items that drop and after a certain amount (12-16), it will drop a rare item.
Wiki Article on the Puzzle Ring: Puzzle Ring
In addition to the Puzzle Ring that @santyclause mentioned, it could also be the little Explodey Fallen Lunatic from the legendary Nagelring. But probably not, as you end up with many of them, and you seem to think there's only one.