All the advice has others have posted has been good. Here is my non-professional recommendation, but one that comes from my own experience.
As another poster mentioned a few pages back, it sounds to me as if it wants to communicate to you or through you. I have talked to mediums/channelers about how they became conduits for non-physical consciousness and their stories very much resemble what you are describing.
As I believe Fractal said, sometimes shamans have to shamanize...Try talking to it, ask it what its name is, ask it what it wants. You may not get any answers, you may get the answers you are looking for. If you approach it with love, it cannot harm you, and will in fact flee from you.
Is there something/someone you truly believe in? Such as Jesus, Buddha, Truth, Justice, Grandma Ethel...something you have complete faith and/or trust in? If so, challenge this spirit in the name of that which you have complete and unwavering faith in...if it stays, open a dialogue. It could be a teacher sent to help you, to set you on a path you agreed to prior to incarnation.
If you are unfamiliar with channeling/mediumship, watch this video, it gives a good basic understanding of what it is, and how/why the people became what they are...
Tuning In
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