They're these terrible things that look like they're swathed in black rags. They float and glide in the sky. They make you feel depressed and I actually blacked out the first time one got near me.
Dementors can suck out your soul. You don't want to get too close to them. A Patronus usually gets them to go away, I don't know how muggles would fight them. Muggles aren't even supposed to see them, but I guess these are special.
Focus on something, obsess over it, if they get too close. It'll keep you from going mad.