Personally ... I use the monster as a "Freddy Kruger" type. He's the Boogeyman that everyone's afraid of and exists in the cusp of dreams. How does he become physical? He inhabits the body of childern, who are most susceptible to his form of fear, and uses them as a gate into reality. Imagine the heroes' suprise when they find, after defeating the Monster, that he reverts to the form of a child and, after suspecting the child is the only gate for him, admitting the poor kid in an asylum, only to find out that the Monster is loose, using some other kid as his puppet