I have two takes on these guys to include hat man

One: entities that feed on fear - have you ever seen Disney’s monster inc? Yup just like that. It’s their energy. They have no power over you, but can sense fearful thoughts and negativity. Sometimes you’re the perpetrator of that negativity, sometimes it’s mass/giant events that bring them and maybe you’re just sensitive to that.

Two: especially if it’s hat man or specifically one dude - guardian of the gate vibes. This is when you send yourself, or request, this entity to block yourself from a specific thing until you are ready to handle it. You could take this literally or figuratively. Essentially it’ll keep showing up until you’ve faced your fears. It’s actual there to protect you until you are ready to deal with the actual scary thing.

Cheers!