The Legend of the Paradox spirits go all the way back to the dark world and the dark world is something that is created from humans' emotions and that is how the Paradox was created. It is an alternate reality and it was divide from the world that is far from a way that is part of something that is yet to be seen by anyone else.
"What am I going to do about all of this?"
"You can only be united with me and so you must become me and you must become myself. So you must become someone that is part of the Paradox."
"What? I going to become a spirit."
"Yes, but you need to wake up now. There someone at your door."