Impish Improbity

For reasons unknown, a person may attract the dubious attentions of an imp. Imps in the world of the City aren't devils, but rather extradimensional aliens--ultraterrestrials. Each comes to a Prme Material Plane got its own reasons, but the usual one cited by those imps who bother to give an explanation is simply, boredom.

Imps vary wildly inappearance--it's likely they don't have any set physical form--but  they typically manifest as diminutive humanoids of a somewhat comical aspect. They're shape-changers, though, and sometimes briefly take other forms in the course of their "games" with their human of interest. Some imps choose to present more of a technological veneer while others use the trappings of magic. In all cases their powers are innate, and any items or tools they utilize are simply props.

Imps instrisic magical ability is the power to warp reality to their whim.  The range of this power is typically limited to their immediate vicinity (though since they can become invisible or incorporeal its not always easy to tell one is in the vicinity).  This power is limited in some ways in regards to living beings (who always get a saving throwl).  For example, they seem unable to strike a being instantly dead.  They are quite capable, however, of materializing, say, a giant mallet and having it beat a person senseless.  Their power can mimic most spells, but they seldom rely do anything subtlely once they reveal themselves, nor do they usually engage in mind control.

Though there is no way of predicting who will attract an imp's attention, people with more interesting lives--like adventurers--are more likely to be targets. An imp often plays a series of practical jokes (whisking away needed items at inopportune times, causing communication difficulties, etc.) for a short period, before revealing themselves to their target. Some imps will profess to want to help the individual--and will in some cases appear to do so--but their involvement only leads to more complications and difficulties. Others will directly challenge the individual to some game or contest. This is more likely to be a intellectual competition, or something like a scavenger hunt of sorts, rather than a simple game of chance. Imps seldom do, "simple." Imps will never try to directly harm a target in any serious way.  However, their actions may indirectly lead the target, or even innocent bystanders, to be endangered.

Naturally, given the frustration imp shenanigans may cause, people often try to harm them. Imps, however, are utterly impervious to normal, physical harm. They may appear to allow themselves to be beaten or hurt, particularly in a humorous, slapstick manner--but this is only part of their games. Likewise, most human magic in incapable of directly harming them, though indirect effects, or magics that might entrap/ensnare rather than harm, can. Still, they're generally able to dispel or counter much magics, though, once again, they may wish to appear to be unable to for a time. Lesser magical creatures can harm them, though seldom seriously. Extra-planar entities of great power are certainly capable of destroying them, but imps wisely make themselves scarce when beings like that are around.

Short of a Wish, there are only two sure ways for a poor human to be rid of an imp. One is to be so uninteresting that the imp will move on out of boredom. This is difficult because what bores imps vary, as does the amount of time this tactic will take. The other, surer, way is to defeat the imp at the game they've proposed. This will guarantee at least a respite while the imp vanishes from the plane to sulk. They are, after all, notorious sore losers.