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"It was a creature wrought from shadow, its face blank and devoid of features. Its body seemed to tremble and blur, then form again: arms, legs, hands ending in the dim suggestion of claws, a broad back crested by wings that roiled and shifted as they unfurled like a black stain. It was almost like a volcra, but its shape was more human. And it did not fear the light."
Siege and Storm, page 21

Nichevo'ya are shadow creatures created by the Darkling. The Darkling used merzost, the power of creation which, even among Grisha, is considered an abomination, and used the creatures to do his bidding.

In the end of Ruin and Rising, the Darkling reveals his vast amount of power by turning Nikolai Lantsov into a nichevo'ya. Nikolai is only able to return to his normal self after Alina kills the Darkling, and later describes his experiences as a nichevo'ya, revealing that while he was the creature, he could not read.