It has a nice atmosphere!
It seems like you where going with the route of leaving things deliberately vague/under-explained… but, since you can die easily, that comes at a cost. Of course, it’s a horror game, so you could also say ‘well, that’s part of the territory’.
[Spoilers?] Maybe it would help if the first skull you collect isn’t guarded by a shade? Also, maybe make the shade visible a split second before you actually die, even in non-psychic-mode, so the player actually knows what happened.
P.S. The intro has some extra text at the beginning after you die. Is that intentional?