In the current public build, they just swim towards you in a straight line. If there is an obstacle such as a rock in the way they will just bump into it and keep trying to push straight through. Obviously, most rocks are static, so they don't get very far and players have to keep backtracking to allow a clear line of sight for them to catch up.
The next build update (0.1.4) will include improvements to their navigational skills which should prevent problems like these. Planktids will now remember the route you took and use it to follow you, even over long distances and through complex, winding pathways.
Check out the video below to see this in action.
When this is released, as with all updates, it will be available automatically and at no extra cost to anyone who has pre-ordered the game. Head on over to luminesca.com to try it right away!