My question is can anyone steal your aura. I've been experiencing strange things that I can't explain and I was wondering if this has anything to do with it.
Yes and No.
Your aura can't be stolen but it can be siphoned, distorted and used by a host of things (depending on your beliefs).
For example, I would say that your shadow self (your subconscious) can siphon energy from you, making you feel weak. It can also project itself through your perception, which would distort your energy, possibly resulting in depression.
Some might say that there are actual autonomous beings that can attach to you and feed off of your energy.
A good way to get basic stuff off of you is by visualizing light around you body as your aura and send surges of energy through it with the intention of cleansing. There are other mystical cleansing procedures like burning sage, consecration and crystals, which basically act as tools to focus astral energy to do the same thing as the visualization.