For a good all around understanding of fringe knowledge and the terms we often use read Montalk's two books and his site. Especially read the glossary.
http://montalk.net/To acquire a decent overview of quite a few occultists and some practises regarding tulpamancing, thoughtforming, etc. read Zivorad Mihajlovic Slavinski's books (
The Invisible Influences,
Transcendence, etc.)
http://www.scribd.com/doc/35530128/Zivorad-Mihajlovic-Slavinski-Invisible-Influenceshttp://www.peacefruit.com/wp-content/uploads/2011/08/Transcendence.pdfIf you are wondering about shadow people specifically and have experience of this phenomena then read this for an overview:
http://www.scribd.com/doc/37587609/Shadow-People-Astral-Spiders-And-HypnagogiaIf are primarily interested in astral projection, lucid dreaming, and related magic that you can do in your sleep then read
Astral Dynamics… and there are also a few chapters in the book
You Forever that you may want to read too on the subject but it's not as important.
https://www.dmt-nexus.me/doc/Astral%20Dynamics.pdfTo become a legitimately powerful wizard with an effective and diverse practise read
Initiation Into Hermetics and apply its practises. If you complete that book you're a proper wizard.
http://stormchan.org/study/src/1384684370367.pdf (Initiation Into Hermetics First Edition)http://www.scribd.com/doc/112769315/Initiation-into-Hermetics-by-Franz-Bardon-Merkur-Edition (Initiation Into Hermetics Third (2001) Edition)If you need a scientific understanding of why magic and miracles works and a good basis by which to figure out if other texts you read are likely to be legitimate. Read and contemplate
The Holographic Universe as well as listen to the lectures.
http://www.bibliotecapleyades.net/ciencia/holographicuniverse/holographicuniverse.htm (Holographic Universe is referenced on Montalk)
https://www.youtube.com/playlist?list=PL4M--cHh5qOg71_-UDzsdtw0vU1lV-T5qThis book here is not so important as it's pretty much overshadowed by Initiation Into Hermetics. If you don't want to waste time then you may as well skip it but if you want some redundant reading then read it as well.
http://dl.dropboxusercontent.com/u/12844841/75248035-The-Book-of-Knowledge.pdfYou can get copies of Lobsang Rampa's books here. They have heavily influenced the New Age movement and are a historical precedent for a lot of things but not really worth reading unless you're interested in ths Transmigration of the Soul.
http://www.lobsangrampa.org/research.htmlhttp://www.bibliotecapleyades.net/mistic/lobsang_rampa.htm (another source of the same books as above)
I suggest that everyone read The Holographic Universe first, read The Kybalion (at least read the 7 Hermetic Axioms if you don't read the whole book (
http://www.kybalion.org/kybalion.php )), then Montalk.net (at least read its glossary and its Key Concepts section and the Metaphysics into and the Synchronicity article), then read Astral Dynamics if you want to or start reading Initiation Into Hermetics to begin your real magical training.
You can also supplement with random doses of reading various Chaos Magic books.
At the bare minimum…
>read Montalk's Glossary and Key Concepts, read the 7 Hermetic Axioms listed in The Kybalion, read the entirety of The Holographic Universe, and read Initiation Into Hermetics.