Born out of negative feelings, hatred, despair, loneliness, and greed, Grimm themselves are unable to feel anything more than rage.  Sitting atop the pinnacle of an ocean seastack, however, is the single exception.  The creature called Black Mercy is hideous to look upon.  Its central house-sized mass, spongy dark flesh, is covered in short, stubby tentacles on the top, like a mane.  Its tail snakes around the seastack all the way to the ocean, where it lies in the water to bait fish for it to eat.  Its head is a misshapen, potato-lumpy oval, wearing a Grimm mask with nothing but ebony-black eyes of various sizes.  Black Mercy wields psychic powers beyond belief, electromagnetic waves so powerful and so precise that they can alter the chemical flow of impulses in the brains of humans and faunus alike, altering perception.  These powers flow out from that lonely seastack across the world, influencing the minds of all Remnant's inhabitants, sinisterly and subtly.

And yet, Black Mercy is the most benevolent Grimm, if not the most benevolent creature, in the entire world.

For it is not the aim of Black Mercy to make men see things that aren't there.  Black Mercy makes invisible and incomprehensible things that, to the horror of creation, are.

If men could see as Black Mercy does, they'd look upon the earth in terror.  Floating through the air, hiding in the corners, clinging to the buildings, and dodging among the crowds are the real Grimm, of whom the Grimm that the hunters and huntresses fight are a mere prelude...the Phantoms.  These monsters, invisible and adept at keeping themselves unknown, infest every part of the world, including the Four Kingdoms.  It is unknown whether or not they are kept from attacking and wiping out all life on Remnant through Black Mercy's interference, or if they are simply biding their time, content to watch humans carry on their ignorant lives unknowing of how insignificant they are to the cosmos, waiting for some higher instruction to order the slaughter.

New technology among mankind is, for the first time, starting to pick up these psychic signals.  They are slowly being understood, and, in time, will lead a trail back to Black Mercy's lonely ocean pillar, where waits the feeble, disgusting, creature upon whose shoulders the concept of sanity rests, the only Grimm to ever feel pity.