When a dead person escapes the Underworld, they lose their identity and become one of the faceless Returned. But in this process of severing the physical body from the "soul," an eidolon is also created. An eidolon is the spectral embodiment of the lost identity, but without its body, it has no agency. Unlike the Returned, it has no sense of what it lost. The Returned and its severed eidolon are never reunited, nor are they aware of one another's existence.
While some eidolons forever wander, others linger in a certain place. This "haunt" isn't chosen because of a connection to its former life. More often, it's near a place where a nymph lives. It's believed that eidolons are instinctually drawn to nymphs' magic, like a cub is drawn to the warmth of its mother. The nymphs are usually sympathetic to these creatures.