I don't see shadows on the wall, but occasionally, I'll see a moving shadow on the carpet when I'm watching TV. I know it's from the change in lighting on the screen, but when I see it in my peripheral vision, I think it may be one of those centipedes.
When I was a kid, there were a couple strange/spooky shadows on the bedroom window. I learned one was caused by a tree, and then it didn't scare me.
But the other window was covered by old wallpaper, and faced onto a covered porch. The shadow looked like grasping claws, but my parents never saw it - even when my brother and I tried to point it out to them. We never figured what caused it.