It's called a Sableye, apparently they're cave-dwelling ghost-dark cross-types. This guy must have gotten bored of the cave-man life and decided to take his act on the road.

[Demyx holds up a pokéball, and he is glaring at it so hard.]

They look exactly like Shadows in the fog. And for all the 'aww kinda cute' you might think if you've never seen a shadow before, it will rip your heart out. Mercilessly and rapidly.