Shades are undead ghosts. It is a random event that only spawns when a player is burying bones or using them on an altar in a POH, just like the Zombie.
The Shade's combat level is different from the players depending on your combat level. The shades only drops are Shade Robes, which are only obtainable by killing shades, but it's not a 100% drop rate.
When examined, "The angry dead" will appear.