According to Lasciel, He Who Walks Behind is an Outsider, a "terrible creature, the most potent of the walkers, a powerful knight among their ruling entities." He is a hunter-spirit, a sort of supernatural hitman.
In a ritual chant summoning it, The Lord of Slowest Terror, hunter of the shadows is asked to send his right hand; He Who Walks Behind.
Dresden's encounter with He Who Walks Behind, had left an indelible mark on Dresden. A wizard using his Third Sight would be able to see it. Dresden beat long odds surviving him by using Fuego on a gas station.
In the series
In Storm Front, a ThreeEye junkie tells Harry Dresden that he sees the things that follow Dresden, "I see the things that follow, those who walk before, and He who Walks Behind! They come, they come for you!".
In Blood Rites, Lord Raith and his assistants use a ritual sacrifice entropy curse to kill throughout the book. Lord Raith has Madge Shelly perform the final ritual curse, intending to sacrifice Thomas Raith to kill Harry Dresden, therefore using both of Margaret LeFay's sons for the purpose of ending the death curse she left on him. During the ritual, Madge calls up He Who Walks Behind, the guiding mind behind the curse. When He Who Walks Behind gains form as a cloud, it kills Madge, mangling her from the inside. It inhabits Madge's dead body briefly before vanishing, stating that it has returned, remembers Dresden and that they have unfinished business.
In White Night, Lasciel tells Harry Dresden that He Who Walks Behind is an Outsider. It is the most potent of Walkers, a powerful knight among the ruling entities. She tells Dresden that he has the potential to hold great power over Outsiders as a result of the circumstances of his birth.
In Ghost Story, Harry Dresden recalls the entire battle he waged with He Who Walks Behind in a convenience store after he ran from Justin DuMorne who wanted to enthrall him . Dresden identified the entity by observing it in a reflection. Even though he could not see it when he looked, he could feel its presence always behind him. When he did catch glimpses of it, multiple fur-scale covered limbs could be seen in the vague form of a human. It called Dresden Child of the Stars and seemed to delight in Dresden's performance under pressure. It killed Stan, the store's cashier, causing Dresden to become filled with rage. He banished He Who Walks Behind with his first use of "Fuego!", blowing up the convenience store in the process.
Later, talking with Bob inside his Skull, Dresden considers the possibility that He Who Walks Behind hadn't really tried to kill him. That it instead manipulated Dresden into killing Justin. He Who Walks Behind was quite possibly Justin's mentor as opposed to Justin being the one who simply summoned and sent it after Dresden.
In Cold Days, Harry Dresden is not sure that He Who Walks Behind was actually trying to kill him when he faced it at sixteen. Dresden now thinks that the Walker was "shaping" him though he isn’t sure what for.