Shadow spirits are the ghosts of young children and stillborn babies that had exceptionally curious souls. They are not ready to move on because they were not done exploring the world; and so they continue learning, cloaked in a protective shadow to hide them from the living.
They are mischievous spirits and are often caught stealing interesting objects, spying from afar, or playing pranks on people. All of these behaviours appear to come from their curiosity and they behave as children would; and several times they have uncloaked themselves to play with mortal children.
Overall they are harmless spirits that should be treated with kindness and patience.