The shadow lady was very scary! I was worried that she was going to hurt me, but she seems to just follow me around. I was able to pick up a few items, move around the room, open a door, and shine a pink light on things. I found a treasure chest with a combination lock but I didn't find the combination. I wasn't sure how to proceed after that, and then when I went through the door my character disappeared!
I enjoyed the ambience of the room and walking into and out of the shadows. I'm guessing that holding Shift to run lets you get away from the shadow lady in order to complete some of the puzzles.