Generally, what you refer to as "shadow people" are just spirits. They're aren't as tangible in a viewable form here, but it's possible to indirectly see such things. Now, this can range anywhere from a simple spirit to a land spirit or an ancestor. Some cultures believe that ancestors follow and guide us, which could be one possible answer to your question. Or perhaps a spirit guide. These thoughts, however, are not very new ones. What you're seeing is probably one of the aforementioned beings, and nothing to be alarmed about.