Colon and Sentence Fragment Query

See, now that was something he maybe should have told Dr. Walker about himself. That three goblins, who only he could see, followed him around for years, popping up whenever they felt like it.

Should the first sentence have a colon instead of a period at the end of it, connecting it to the following sentence? Also, is that second sentence a complete sentence, or is it a sentence fragment?

Thanks.