Nothing

There's nothing to see here, really.

No seriously. There's nothing to see. However, there's certainly something around - unless it's just the wind. Yeah, that must be it - but you could swear something just brushed against you...

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Whatever this thing is, it's invisible - and it's pretty hard to pin down in terms of its form. Possibly some kind of spirit or something - whatever it is, there's definitely something around - after all, it can certainly touch people, as well as anything else that might be around if it wants to. And it certainly seems to enjoy hanging around people. So much so, it'll keep them as close as it possibly can.

Sometimes the first thing its quarry know of its presence is a sudden rush as some unseen force wraps around them and they find themselves surrounded by soft, invisible walls, suspended in mid-air by god knows what - other times, they'll be plagued by strange events for a little while before it strikes.

Other times, people have witnessed something vaguely fading into view around its prey if they catch it in the act - only for it to disappear as the hapless prisoner is dumped unceremoniously onto the ground.

Whatever it is, it doesn't seem to do its victims any long-term harm - whatever it gets from them appears to be fairly passive, like something huddling up to them for warmth - in fact, being in contact with people for an extended period seems to make it more... well, more like it's actually there and not some undefined thing.
That doesn't make being caught by it any less startling...

Alt of MaraudingMarauder