This is a common mistake but many people do not realize this function comes from mysql itself, so therefore you need an active mysql connection open.
Usually the string will be empty and null when you call it from outside of the database connection portion of your code.
eg. an example of the wrong way and creating a null/empty string
$var = mysql_real_escape_string($myself)
mysql_connect();
// returns n........
The first thing to diagnose is what is actually in the database (use PHPMyAdmin or CLI).
You will of course either find that the backslash is either in the database or not.
If the backslash is in the database you probably have magic quotes gpc/runtime on and/or are calling the "addslashes()" function which does this.
If you are escaping your data with mysql_real_escape_string() then think again, you probably have magic quotes gpc enabled either in php.ini or........