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How the heck is shifting possible?

I struggled with this question for some time, and it took even longer to answer it. I, of course, cannot be completely sure, but I can give you my best theory.

The theory below is largely taken from the book "The Magic of Shapeshifting". A wonderful resource that provides an in depth look at physical shape shifting you don't usually see in published literature.

Everyone has layers of energy surrounding their body, making up fields known as the Astral Body (yes, the one used in Astral Projection!), and Etheric Body, and so on. These layers not only surround, but penetrate your body; particularly through your chakra points. Through the technique known as the "Mental Shift", your etheric body reshapes (or, in some cases, you gain an additional one) in the form of what your Mental Shift belongs to.

The basic theory of shape shifting as I understand it is that your body becomes highly energized and at the moment you begin to shift, takes on quasi-physical properties ( through the production of ectoplasm)  that allow it to bend and reshape in fantastical ways. The earlier mentioned reformed etheric body then acts as a blueprint for this energized matter to take its shape. Thus, the more defined this body is, the better.

To make it a little easier to understand, think about it like this: You are not "solid", persay. Nothing is truly solid. Your particles of matter are simply so closely connected that we can no longer phase through other objects and bodies of matter. When you shift,  your matter becomes  energized in such a way that it is allowed to de-bond and become more loosely connected without killing you; capable of taking the shape of whatever your additional etheric body dictates. Think of it like Play-Dough being taken out of a mold, stretched to make it more flexible, then put into another desired container.

Also, be sure to see Physiological Stuff for more information on which information on body parts a Mer is likely to have and things you should consider.