Have done a little research into this and there are so many theories as to what the shadow people are about from alien abduction to demonic possession to normal physiological hallucinations during REM sleep. There is also a thread here viewtopic.php?f=9&t=26768
that I found to be helpful.
The one theory that sort of felt right for me personally that I read was that the shadow people seen on the astral plane may be the forms of other astral travelling people. It seems to be a fairly common experience which I find interesting, there is also a bit more information I found herehttp://www.dreamsnightmares.com/sleepparalysis.html
hope that is of some help