Shadow People are a common occurence in this line of work.
In my experience, they are not a distinct species, but rather, a generic default form for any entity that's too powerful for human minds to grasp. Essentially, if something is so powerful looking at it would make most people go bonkers, it will just be labelled a shadow person.
As you yourself grow spiritually, your threshold for such power would rise, and by extent, the shadows would be lifted.
Nobody can answer that for you. Suggestions perhaps. Could just be from being lonely. The mind likes to fill in things that are not there. Could be a spirit guide, spirit, shadow, shadow self, thoughtform (most likely) or even orme weirdo trying to visit you energetically.
I would suggest creating a sircle or other safe sacred space and then try to speak with it. Just remember all things are capable of lying. Trust your instincts
The dark figure can be an number of things:
1). Guiardian Angle
2). House spirit
3). Brownie (a creature who comes in many forms mostly reported to be males. They will do household jobs).
4). Shadow people (Do deeper research upon them).
Also when dealing with spirits you must remember that there's all sorts of spirits and entities that roam upon this earth amongst humans. Since the spirit world is a realm that has a higher energy rating compared to here upon earth. So there is spirits and entities who have a different energy field them others which is why only some can be seen be some people.
The reason i joined this religion was because i started to see things other people couldn't they were always at the corner of my eye then went away and then came back again. Except i could see them head on this time
Shadow People are very common, but I see spirits, even my dead family members, I see them as black shadows, nothing more, so maybe that's how you see them
I almost forgot, but you can either recite the Heart Sutra or Great Compassionate Mantra as well. Here's a link to the Heart Sutra in English:
https://www.youtube.com/watch?v=tjHBYgI_x4Y
And here's a link to the actual Great Compassionate Mantra in traditional Sanskrit(which is called Nilakantha Dharani):
https://www.youtube.com/watch?v=TK2kTzxYhbk