To be honest, no one knows for sure what or who shadow people are. It is suspected that they are ghosts of the deceased who for some reason cannot manifest themselves enough as to appear as full bodied apparitions. With this being said, some may not be the ghosts of our dead, but beings that were never of this world.
The one common thread about shadow people is that other than sleeking around in the shadows as shadows themselves, they do not seem to have much interaction with the living. Other than playing a game of cat and mouse with us, there hasn't been much interaction reported by investigators who have come across them. So in general my answer would be to tell you that you have nothing to fear from a shadow person. Yes, they look creepy and it can be startling to come across one and see it, but generally speaking, I cannot think of a case in which a shadow person caused anyone any harm. With this being said, IF some shadow people are in fact the ghosts of the dead, they may not only be capable of appearing as a shadow person, but be possible of other activity that is more typical of the nature of a ghost. So moving objects, touching of someone, other type of communication, etc. would be possible. We just aren't sure if the shadow person and the other ghosts we come across in the same location are one in the same or different entities. In cases where only shadow people have been spotted and named as the main paranormal activity, there are usually no reports of any type of harm of any kind happening to anyone.
Keep in mind, if someone was not a nice person in this life, they aren't going to a nice person in the next dimension. If a person was a jokester while alive in our realm, they more than likely will be a jokester in the next realm they inhabit. So there could be taunting, pranks, or completely passive behavior exhibited.
Alright, here is the tough antidote to tell people….. shadow people aren’t always poorly manifested ghosts or benign beings of another type. VERY rarely demonic beings appear as nothing more than a darkened shadow. So understandably there always remains concern when they are discovered. However, in the rare instance that the shadow being is something demonic in nature you will know it. Even if they are intent on “tricking” you into a false sense of security, their facade won’t last long. At the very least, in a short period of time you will come to know it because the demonic will not be content to be a wall flower. Again, this is a rare occurrence, but they do exist and you should be aware of this. In my personal experience anyone who has come across something demonic knows it. They will come across as more than just an angry ghost and demonics can hurt you.
So to sum up, shadow people are usually a class of benign entity that in general isn’t too interactive with the living. If there is no other evidence of ghostly activity, you have nothing to fear. If the shadow person is only one display of an intelligent ghost residing in a location, and it seems to be nasty or mean in nature. Possible displays of some mild forms of aggression, and even physical aggression could occur. However, claiming your space and basically putting the nasty spirited dead person/ghost in its place by standing firm and not allowing it to bully you does work in quieting them down. As one final note that I hope will put your mind at ease, in all my years investigating, combined with others out there that I know or know of who’ve either lived with or investigated shadow people, I can only think of one instance in which any ghost or shadow person unprovoked, aggressively attacked and hurt anyone, or intentionally made them feel ill.