Warning: Spoilers for the end of I Am Not Okay With This are ahead.
The shadowy figure first arrived at the end of episode 4 and watched Syd walk home before dissolving into dust. Clearly, Syd's not the only one with special abilities in this town. The mysterious person came back in episode 5 in the school library. The lights were flickering all around Syd, and something whooshed by her. She later told Stan that she "felt like I was supposed to follow it, or maybe it was following me." In episode 6, it watched outside her window as she paced around looking for her lost diary. And, in the final episode, it finally introduced itself to Syd after her powers resulted in another person's death.
The figure is a man, based on Netflix's closed captioning that labeled the masculine voice as such. Syd asked if she should be afraid of him, and he replied, "They should be afraid." Her powers are very strong, and the town isn't prepared for what Syd is capable of doing. But it seems the mystery man is ready to help her and teach her to handle them. The series' first season ends with him saying, "Let's begin."
Is The Man Following Sydney Actually Her Dad?
One of the theories about his identity is that he's Syd's father, who perhaps didn't actually die. Sydney suspected that he may have also had powers like her, so maybe he had the ability to escape death and turn into this shadowy figure who can dissipate into dust. The school guidance counselor had also suggested that Syd may have been hallucinating images of her father to cope with losing him. However, that theory falls apart when Syd asked who the man is. If it was really her dad, she would know. Unless he shape-shifted or something.
Is The Mystery Man Mr. Whitaker?
Another potential option was that it could have been the school's principal Mr. Whitaker. In episode 7, Syd noted that "Whitaker's still watching us." Maybe he was just watching her. And Stan said that in comic books, sometimes professors turn up in new superheroes' lives to teach them about their powers. But since Syd also knows Mr. Whitaker but doesn't know the strange man, the truth probably is that the mystery person is a brand new character.
Okay, So Who Is The Man At The End Of I Am Not Okay With This?
The reason this mystery person is here is less mysterious. As Stan said in episode 4, most comics include "an unknown visitor. A professor, a wise old sage, some form of a mentor figure. You know, who visits the hero, explains their abilities, the mythology behind them, and how they can harness those powers for good."
Is that was this man is there to do? Did he reveal himself to Sydney after she killed Brad (Richard Ellis) because he knew it was time to intervene? Will he help her channel her abilities in a better way, lest she kill anyone else? Perhaps. But we should also be wary of him.
Co-creator Jonathan Entwistle told Refinery29 and reporters at the series' Pittsburgh area set that Sydney's powers are so strong that they may "be used to somebody else's gain" in potential future seasons. This man could just be harnessing Sydney's powers for his own nefarious deeds.
We don't know much about him, but even though he said "they should be afraid," he didn't directly answer Sydney's question about whether she should also be afraid.