There are two basic types of undead. There are corporeal undead, which consist of bodies with no souls. Then there are incorporeal undead, which are souls that have no body. Incorporeal undead beings, of which there are countless, are significantly more common that corporeal undead such as zombies or ghouls.
An incorporeal undead, as a general rule, is separated from the body at the very moment of death. There are several common varieties of such beings.
The Restless
The most common sort of incorporeal by far are The Restless, otherwise known as spirits. These souls are not evil, rather they are invisible shades of the dead, usually found haunting the places they loved in life. They are not malicious. The Restless simply do not want to move on for one reason or another. Most ghost stories come from sightings of The Restless. Unlike other incorporeals, The Restless can safely move on and redeem their immortal souls at any time. The Restless enjoy talking with the rare mortals that can see and hear them, and have been known to take on missions for the faithful of Nex Szar, who they see as a sort of father. Nex himself has no problem with The Restless, and in fact has forbidden his followers from harming them.
Ghosts
A ghost is a malicious entity, the soul of a person who died vengeful or angry. They typically work to avenge what they view as wrongs against them, often through killings. One act of evil is enough to turn a Restless into a true ghost. Ghosts often go mad very quickly, becoming more and more dangerous as they perceive more and more of the world as deserving of destruction.
Shades
A shade, or shadow, is an undead formed by the soul of a particularly lonely and greedy person, usually a miser or thief. They reach but can never hold, and they hate the living even more for it. A shade, unlike many other kinds of incorporeals, will never hesitate to attack a living being.
Poltergeists
A poltergeist is a dangerous undead capable of interacting with objects in the material world, often by throwing them or bludgeoning people with them. They are formed when the final resting place of a Restless is disturbed in some permanent fashion, typically by building over it. Poltergeists are incapable of leaving their haunting area.
Apparitions
An apparition is formed when someone is killed in a tragic accident, often in incredibly unlikely or ridiculous ways. The soul becomes so angry at the twist of fate that ended their life that they become vicious creatures very likely to strike out at living beings that cross their paths. An apparition primarily exists in the ethereal plane as opposed to the material.
Spectres
Souls that were murdered sometimes become spectres, bound to the site of their death forever. Spectres are creatures of pure anger and can never be reasoned with. They possess the ability to turn the living into new spectres, and entire colonies of them are known to exist as a result. They cannot exist in the presence of true light.
Callers in Darkness
Creatures with psychic ability are more likely to become incorporeal undead than any other mortal, and those that die particularly violent deaths are likely to become callers in darkness. Unlike other incorporeal undead, callers in darkness form a long time after the original creature's death, forming from the psychic imprint left by their trauma. These beings are compelled to force the living to share their experiences just before death, inflicting their own traumas on these new victims, which are absorbed into the dark mass. As more minds are added to the psychic collective, the more confused and angry it becomes.
Haunts
A haunt, not to be confused with a haunting, is a soul that died with unfinished business so vital to who it was as a person that it cannot rest until that task is complete. They are bound to stay close to their death site (no further than sixty feet, by most accounts), but are able to leave the area by taking possession of a living creature. They are more capable of possession than other spirits and are in fact compelled to do so in order to complete their tasks. They can be reasoned with. Once the task is complete, the soul returns to being a normal Restless.
Geists
Geists prey on other incorporeal beings as well as the living, but find The Restless particularly good prey. A geist is formed from the soul of a wicked creature that was killed by incorporeal beings, and proved too powerful to submit to the call of death. They are best known for their black-robed appearance and constant, horrifying laughter.
Witchfire
A witchfire is formed from the soul of a powerful hag or witch, usually with a sinister plot left incomplete. Though always evil, they can be negotiated with and often attempt to form covens with living witches. They are known to ally with other spiritual beings such as will-o-the-wisps or wicked fey.
Banshees
A banshee can only be formed from the soul of a female elf, and only one that has been horribly betrayed by someone close to them. Some accounts insist that the opposite is also true, that if the elf woman betrayed someone close to her she might also become a banshee. They are known to scream and wail their anger and hurt, a phenomenon that often kills those who hear it outright.
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