Put open Bibles around the house in all the rooms and lite white candles too in each room when your in them only .

That was an evil spirit and would creep me out too. They were telling you that was a warning and move out of that house it's possessed by evil spirits that don't want to be bothered by anyone or anything else.

If the shadow figure is large, has red eyes, and scratches you, it is a demon. You should not try to deal with it on your own.

Demonic activity you are witnessing.