It makes a lot more sense than a lot of the things her roommate would put forth, anyway. Sure, there are details that don't make too much sense but Celty can understand that there is some sort of other plane of existence and these Shades have bridged it. That insanity is a factor into exposure with the things hardly surprises her. Maybe it's a wonder she hasn't just gone insane being without a part of herself for so long.

[Are they naturally threatening? Or is it only those that find a host as an outlet?]