Actual Origin

Sillies (plural of "silly") are entities made from various mental phenomena and their true form is a complex psionic construct. Even though they are similar to ghosts, Sillies work more like curses than actual spiritual beings, because while there can be multiple Sillies walking around, in truth all of them are just an extension of one singular entity.
The Silly entity originated somewhere in the Astral Plane, though, it is unknown whether this entity was created by someone else or was it always there floating through formless space. Some even speculate that the Silly entity formed from one or several remnants of dead gods drifting through the Astral Sea, however, this is a baseless speculation...

Alliance

Far away at the edge of existence exists a lonely realm now called the Voidlands. There resides a race of strange beings (referred to as the Skullheads) who long ago made a deal with the Silly entity. These natives built multiple machines called "Madness Amplification General Array" and sent them into different worlds. These machines have the power to siphon mental energies and the literal madness from sentient beings, condense the energy they siphon, and then feed it directly to the Silly entity. And the more it is fed - the more it grows and the more avatars it can have throughout the cosmos... Though, for what end this deal was made between the Silly entity and inhabitants of the Voidlands - it is yet to be revealed.
Moreover, some scholars believe that the Silly entity is also connected to the Amazing Hellfire Circus, and it does seem that there is some cooperation between the two. And more than just cooperation, because they both seem to operate within similar rules of how to enter the material plane, though, while fallen angels of the Amazing Hellfire Circus are individual beings, all Sillies are just different avatars of the same being.

A Dangerous Threat or Just Something Silly?

It is quite hard to speculate into what the true purpose of the Silly entity is. Whenever Sillies appear, more often than not they just travel from place to place, take up odd jobs, have fun and cause minor mayhem. In practice, they are no different than mischievous goblins, though the reality might be quite different. Being connected to various dangerous cosmic forces, collaborating with various fiendish powers, starting various minor conflicts and generally spreading chaos without any accountability is never a good sign. Trying to read into their true purpose is also a fool's errand... So, what should people do? What is a correct course of action upon meeting a Silly? Well... a wise man would walk away while a fool would try to befriend it, and they both would be wrong. Despite appearing chaotic and... well... silly... these creatures are a part of eldritch hivemind which existed for thousands if not millions of years. Something this old should never be underestimated...

Question and Answers

Q: Are Sillies immortal?
A: Each avatar host a fragment of the whole. Avatars are animated dead bodies and they can be destroyed to reveal the core - the actual form of a Silly. This core can be either sealed away or implanted into a new corpse to create another avatar. However, there is no known way to destroy a core of a Silly except through very powerful spells (like Antimagic Field or Wish spells) or by feeding it to a creature whose body can disrupt and dispel magic from rare magical items.

Q: Do Sillies share the same personality?
A: Typically, no. For one reason or another, each Silly appears to have a different personality. Each Silly could be channeling a different aspect of the Silly entity, or maybe the Silly entity finds it more pleasing for all fragments of it to act differently.

Q: Can a Silly possess any corpse and animate it?
A: Only humanoid corpses. Moreover, an animated corpse does not carry over their biological advantages. Any racial trait possessed by the body gets replaced by Silly's racial traits.

Q: Are all Sillies chaotic?
A: No, each individual Silly is different. Some might be chaotic evil, while others can be lawful good. Though, all of them see other Sillies as parts of themselves, as part of one great entity, therefore Sillies never fight among themselves even if their individual goals are polar opposite of each other.

Q: What happens when an avatar gets destroyed and Silly's core gets implanted in a quite different corpse? For example, if the previous avatar was an elderly man and the new avatar is a young evel woman?
A: Sillies, in their nature, are a mass of psionic and magical energies tangled and twisted into anomalous form. They do not have genders and can adapt to any body they are placed into. Though, some Sillies may have some preference to bodies they inhabit, especially if the body type assists them in their endeavors.

Q: If a corpse of the wizard becomes an avatar of a Silly, will the Silly inherit the wizard's powers?
A: No. Class abilities are carried over within Silly's core. Sillies do not inherit any powers, abilities or magical contracts from the bodies they possess. Though, some rare curses might carry over if they are tied to the physical body rather than life or soul of the cursed individual, but only very few curses would be powerful enough to linger within the body after death.