Ah, ok. Well, I think the shadow has a pretty easy way of getting in. A simple touch and there it is. But it doesn't really have any power then. I would say it is mostly bound by the laws of hospitality, though they can bend those pretty far. For example, they can't directly harm you, but if you think jumping out of the window to escape the illusionary fire is a good idea, that's not the fallen's fault.
And of course they can play with you. They can make you think they are controlling you, and it only takes that one moment you slip up for them to get a hold of you.