Jeremy is a character named by PewDiePie who appears in any game involving demonic sacrifices. His first appearance was in Paranormal as a mannequin. He also appeared in the Indie horror Anna and a mod in GMods as a rotting skeleton. It is some kind of dark shadow standing in the middle of some candles organized in a circle. Then again, Jeremy is always related to paranormal/satanic sacrifices/rituals.
Jeremy's true form is revealed to consist of a demonic mask and a dressing gown sitting on Mr. Chair. He likes to stare at PewDiePie (specifically his penis) and can turn his head in every possible angle. It appears that in this form, he can detach his head from the gown, probably to get a better angle at PewDiePie's junk.