Go with one of the shadow spirit types from Street Magic, most likely a Nightmare spirit. This is assuming you want this thing to be more than something that just gives people a fright by going 'Boo!'.
Another option might be to use something like a Blackberry Cat with illusion powers and have it guarding a lair or something. Maybe just having fun. Either way it makes the characters and it's victims think it is much worse than it is.