My wife wants to go everywhere I go. At least she didn't let me to go to shop. And she is checking my messages. I never cheated on her. She is always with my whole day. What to do?

I can understand that you need your own space eventhough she is your wife . But wanting your own space also doesn't mean that you are cheating on her. It's just that you are taking your own time to love yourself and appreciate yourself which is a natural thing. If I was in your shoes I would talk the situation out with her and also understand her insecurity towards me. Loving each other as they are and respecting them and their space can bring success to a relationship. You can understand her even better and help her overcome her insecurity . Just hang in there .