Right, here we go. Got a PM, comments made as I read:
In regards to the idea… ehh. You've got a couple run-on sentences with extraneous information (e.g., "SCP-XXXX is an anomalous entity in the form of a translucent, shadowed figure, able to take the shape of a human being, approximately 1.7 m in height and of ambiguous sex." could be better written as "SCP-XXXX is a translucent, shadowed humanoid entity measuring approximately 1.7 meters in height". We know this is anomalous since the Foundation wouldn't contain something that isn't anomalous, I'm not entirely sure if the Foundation would expect an anomaly beyond the understanding of science to have a human sex just because it's human-shaped, and "in the form of" and "shape of" seem a little repetitive. Also, you might want to use a more clinical term than "shadowed", which doesn't quite suit the laboratory setting here).
Also, some poorly-explained scientific aspects like "able to phase through all forms of physical material". Does this include liquids? What is "phasing"? The whole "intensely attracted to electric lights, and will coalesce around any electric light" is a bit hard to parse, since a. what behavior indicates that it is "intensely" attracted? What does "coalescing" mean given that this thing is one entity and not a bunch of entities that would combine to form a whole, which is what "coalesce" means?
I'm not wowed by the "anxiety, depression, and, in rare cases, mild psychosis" bit either, since we've already got a lot of articles tagged with "compulsion". In general, an SCP's effect forcing someone to feel a certain way tends to be a bit of a lame narrative, since things are more interesting if there's a struggle involved over someone never acting that way if not for the effect. Consider reading through the further discussion on the narrative issues of compulsion and addiction effects.
Also, minor nitpick here—why English "I"? Why not another language? If you picked from some different cultural mythologies, you might be able to have some out-of-the-ordinary backstory here plus maybe a lore tie-in that would make the humanoid more than just the standard monster archetype.
Did you happen to get the base idea reviewed in the Ideas and Brainstorming forum before starting the draft?