If you ask the average borderlander what “The Pale” is, they may tell you “I have no idea” or perhaps “A bar on 28th and Oak”, but they’d both be wrong (well, there is a bar called “The Pail” on 28th and Oak, but it’s a dive n’avoir que peu de portée). The Pale is an extradimensional space between Purgatory and Wednesday (the concept, not the calendar day) that is a reflection of the real world, except drained of color and life. Everything new eventually fades to a light grey.
Residents of the Pale rarely have much form outside of a bipedal, grey-colored humanoid with no definite shape. However, more powerful denizens are able to temporarily escape their malevolent home and take visages from creatures in the mortal realms. When they do, they often masquerade about as natives, though they are often quite noticeably more odd than your typical weirdo.
Most mortals who find themselves stuck in The Pale will slowly fall asleep and die, unless they are magically protected, or under the guidance of one of its residents. However, few choose to go there, as anything or anyone that resides their long enough eventually loses color and definition as well, eventually becoming a permanent resident.
Few but dimension traveling scientists, mages and time travelers know much more than that.