Buzzfeed was waiting outside the Embassy when Farage emerged. He wouldn't say whether or not he was there to meet with Assange, though it's a bit hard to imagine what else would bring him to the Embassy of Ecuador. "I never discuss where I go or who I see," he told a Buzzfeed reporter. (Presumably Buzzfeed UK was tipped off that he was there.)
A few moments ago, the UK Independent published a story confirming that Farage was meeting with Assange. From The Independent: "A source close to Mr Farage confirmed to The Independent that the Ukip politician was at the embassy to visit Mr Assange." The two apparently spoke for roughly forty minutes. Keep in mind. In a time of pervasive surveillance, sending a message personally is perhaps the most, perhaps the only secure method. This meeting was one day after Wikileaks released a trove of documents illuminating CIA hacking techniques and hours before Assange gave a press release about the new CIA documents.
Farage was with Trump on the campaign trail. He came for the inauguration and he's made at least one more trip to meet with Trump since the inauguration. He has been pushing to get a role as intermediary between Trump and the UK government, even though he's never even held a seat in Parliament.