Have you seen them? Maybe, maybe not.
If you haven’t heard of the term, it refers to the experience of perceiving a dark or shadowy mass moving or present in a room or place. Most often this is perceived from the corner of the eye or at the peripheral. Witnesses have report other associated phenomenon, such as sounds and noise.
On the outset, this sounds a bit like ghosts or spirit encounters, if you are of the paranormal ilk. Mental disorders could also account for the phenomenon. The fact that people experiencing these events all report similar evidence, does little to distinguish the mental, from the paranormal aberration, since the human brain structure and it perception sensors are for the most part the same.
Considering the nature of the subject it’s difficult to determine if what has been seen by witnesses is anything more than a trick of shadow and light, yet reports persist.
I myself have experienced Shadow People events, and can not determine it’s true nature. Full disclosure, I’ve also seen, what I believe to apparitions, so you could define me as a unreliable witness.

An article

Paranormal Phenomena Expert explores the subject, Shadow People and I encourage you to give it a read.
Also for your consideration is article from the Angels and Ghosts site.
If the idea of encountering a Shadow People makes your hair stand on end, you should without question checkout an article by the boys at MU, When Shadow People Attack.
Another direction that is worthy of consideration, be it a bit more on the science fiction side, is the possibility that these Shadow People are the remnants are the side effects of interdimensional shifts, dimensional phasing, time travel, or event time slips, which are all subjects for another time.