Naoya specifically went to Shibuya to hunt down and kill Megumi to remove him as a rival for the head of the clan.

Your watching his every move.

Hunting Yuji: Naoya hunted Yuji Itadori (Sukuna's vessel) because he knew Yuji was closely allied with Megumi. He sought to kill Yuji as a way to lure out or weaken Megumi, effectively "killing two birds with one stone"