There are many theories as to exactly "what" these people are... some notable theories:
Alter-Dimensional beings, we could be seen as shadows in their dimension as well.
Demons, who feed on fear, anger, loathing, and torment us for their own pleasure.
Spirits, wandering souls who are restless, and simply yearn to be around life.
Ghosts, dense yet not powerful enough to form a full apparition.
I tend to think that they are from another dimension... a dimensional "hiccup" so to speak, but it does seem a bit
too random for this to be the case... the only other thought is that these are spirits of people who have passed who haven't accepted their own death, or who are being punished by some means, by being forced to remain as a shadow figure...
The shadows that have physical mass, however, are very powerful spirits, who feed off negative energy, and while they SHOULD be feared, you must not fear them. The only way to stand up to them, because they react to violence towards them as well, is to be calm, stern and strong willed. Make it clear you are not afraid of them, and they are not welcome in your space. If they get violent, I would suggest getting an exorcism performed, or a ritual cleansing of the area.