I had the mage, Marcurio, as a follower and he died fighting gaurds in Markarth. I went to Windhelm and tried to hire Stenvar. He said I already had some help with me. Can anyone answer why I can't hire him?
From the bugs section in elderscrolls.wikia:
At some random point, potential followers will say the Dragonborn already has someone with them, even though they do not, making it impossible to hire any new followers.
This can be fixed by talking to Delphine and making the invisible follower a Blade Member (Only works if three followers are not Blades members already), even after making the follower a Blade, they are not going to be found in the Sky Haven Temple.
Be sure to complete the quest "Proving Honor" if it has been started. Farkas is designated your follower for the latter part of the quest, and it is impossible to hire any other followers until completed.
PC(Fix) Alternatively, the Dragonborn can bring up the console and type set PlayerFollowerCount to 0.