Follows me everywhere

Im a first time spoo owner and a first time dog owner in general and my pup is about almost 9 months old and she is attached to my hip and I fear I am far too in to do anything about it. She cries whenever I walk out my room and close the door. She follows me EVERYWHERE, whenever I move slightly she is fully awake from her slumber, she always watches my every move, and when she hears the door open when I am gone she runs to look for me. It's very tiring. Anyone know what to do?

Thanks for the help, I started crate training before but I also am training her to stay in my room and not tear anything up, since crate training was the most recommended I will start getting her used to the crate. Also to the people saying I should get her something distracting I will try and see if a buffalo horn or a pig ear works for her. Thank you!