"That spell looks dangerous, please keep your distance" and some other lines are all I get right now.

I just can't seem to figure out what kind of magic I'm currently wielding.

When looking at my "equiped" hands, I see only a dagger in my right hand, halding nothing, no spell in the left.

Doubble-V Tee Eff?

Have you been casting spells before you hear this dialogue? I often hear it after I've healed myself near a guard, even if I have a physical weapon equipped.

More likely they're commenting about an active magic effect, like Flame Cloak for example.

I might have figured out what was causing it.

I'm trying out the Belua Sanguinare Revisited vampire mod and for some reason some spells seem to auto-cast. In this case I had bitten someone who died of my feeding and then I re-animated that NPC (but the NPC didn't really became a thrall of mine due to a bug). That's the only locical reason I could find.

If you used Dead Thrall and people keep commentating on it, you could cast Flame Cloak to make it disappear.

I'll have to try that out. Is there any other spell that would work as well?

Kill your thrall. You will get no bounty.

Problem was, I did not really know where he was.

Also, he was bugged so he was laying down.

The most fail-safe ways to dispose of a thrall are:

1. Cast a cloak spell.

2. Reanimate one dead creature (any will do). Two are required if you have the dual summons perk.

I will try that next time.

I was lucky and had a save just about before the "thrall-incident". But so anoying having everyone complain about my spells.