A Skin Walker is apart of the Navajo beliefs. As the story goes, they are real people who walk around day or night (but they prefer night), wearing a coyotes head as a mask. They are mischievious, evil people who have to power to tap into the spiritual world to cast spells, or turn ordinary people agianst each other. They also like to taunt their victims, playing with them by throwing rocks into bushes, making howling noises and stuff like that. Dont let them fool you, they will kill a person. They are one of the most feared creatures in the Navajo beliefs. This is what a SkinWalker would look like:
http://www.strangehorizons.com/2002/20021007/gallery/Skinlg.jpgAnother spirit to look out for is the chindi. This is the name for the angry, wandering souls that roam the earth. They arent neccasarily all evil, but rather confused "ghosts".