Answer:
Not sure why a student would be staring at you, but it depends on the situation.
Explanation: 
The student might have a question to ask you, but might not know how. 
Or, 
The student might know the answer to a certain question to a problem you might be asking the class.
If this happens again, maybe ask the student what she might need, or to tell her to stop staring. 
Hope this helps.