I know I may sound like a mad person but this is true. My mother just saw me holding a bag with teddybear patterns. She even insisted that I came out of my room holding that. But I have no memory of what she’s speaking and furthermore, that bag is NOT in my house- checked 3 times but found no trace of it. I thought that something, maybe a shapeshifter, is mimicking me for some reason. Can’t tell this to anyone. Don’t know if this is really a shapeshifter’s doing, or I am insane, or my mother is insane. She is mad at me for being so panicked and she is threatening that if I don’t stop searching for that bag she won’t let me live. And ridiculously enough, she said that she might made an illusion herself. I will see a physician to check if I don’t have any brain probs. But if I am confirmed that I have no prob, I’m afraid that this whole thing is a shapeshifter’s doing. Can this be it? If it is, how should I do to solve the problem(since I haven’t dealt with a shapeshifter before)?
shapeshifters to my knowledge aren’t real, but what is real is magicians making illusions. it is possible someone made an illusion. if not, then your mother was hallucinating
That is not a shapeshifter skill: they change themselves to animals not random dudes in random houses. What possible motivation would there be?
Incidentally, if you think it’s a shapeshifter, why are you looking for a bag and not evidence of a break in? They are physical beings after all, do you leave your house unlocked ad can people normally sneak around the rooms without being seen? Do you live out in the sticks where wendigo and skin walkers exist in the local legends?
What this does sound exactly like, however, is the phenomenon known as having a “doppelganger”. Look that up you wil read a lot of stories of people appearing to others in places they could not have been. Our own @UnseelieDiabolus has experienced this if I recall.
No this is not ridiculous at all, she’s probably correct and following her intuition and you can respect that, at least she’s trying. 
Some doppelganger events are caused by the person creating a doppelganger, but some are psychic events and she could have had a vision of a future event. Such things do happen and a lot more frequently than a shapeshifter that isn’t trying to eat you.
If she feels she had a vision I’d go with that theory preferentially to the doppelganger one, as doppelgangers are usually identical with no differences. As mages we understand clairvoyance, vision work and intuition, don’t disregard it as a natural ability in others.
Were you sleeping when this happened? How old is your mom? How old are you?
As for the age questions, feel free to give a range +/- 5 years if it helps you feel more private. I am just trying to gauge something from this odd experience.
Why would you automatically jump to the conclusion it was a shapeshifter? That seems pretty far-fetched based on zero physical evidence.
An hallucination, illusion, or at the extreme end, a possible future intruding on the present, would make more sense.
As an initiate of Navajo Witchcraft I can tell you that the term Skin- Walker is specific to Navajo Sorcerers, so they’re not anywhey and everywhere. Idk where ppl get that notion from. And wendigos are an Ojibwey spirit, so again unless you live on the Ojibwey reservation you are not encountering a wendigo. Also, Wendigos aren’t shape shifters or physical sorcerers. They’re just a spirit that turns someone into a cannibal. Come on guys, let’s not wrapped up in Hollywood here…
Yes, if you read what I said, I asked the OP if these were “in the local legends” for exactly this reason. 
However, as I also said, nothing I’ve read in stories about such thigs matches the OP.
Anyway, back to the topic, I think the better question is what do you think the OP and family are experiencing?
how about you set a CCTV in front of your room?
Happened to my mother. She saw my ex, (at the time married) twice when it was not possible that he was there. Once in the middle of winter she saw him in summer cloths. Both my ex and I knew that she was a very in tune with nature/psychic person we did believe her. Could be flashes from the past or future, or mischievous beings or doppelgangers. Just don’t worry about it, believe her and ignore it even if it happens again.
Maybe a spectre as an astral image that “marked” the house?