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Love the hawk - beautiful plumage!

And just FYI, there are a few typos on this page: quietly, ambassadors, begun.
Oh, the pain!
Oops! I just reread your comment and realized you pre-answered some of my questions. Mostly about changing shape [can't], and eating [also can't].

Now, dragons CAN shapechange - I've seen it! Why can something as physical as a dragon change, and not something as malleable as energy? Are we assuming U is in the form of a human, and not a dragon who simply has the form of a human right now? If there is some spell that would cause a human to change shape, could it be cast on U to do the same?

Gosh, I'll never run out of questions!
But the reason I actually started this comment was to return to your pain question:

I lean toward the second option I proposed. Simply because I like the idea that Essence are vulnerable to physical things. So that a footman with a sword could hurt U if U was weak enough to let him near. This appeals to me for two reasons.
One - it means that a Essence might conceivably wear a suit of armor in war-time, trading the energy cost of moving armor around for the protection from sudden spikey bits, much like a regular human. The concept of an energy creature wearing armor amuses me, so I like it.
Two - it means that Essence in theory vulnerable to everybody, not just specialized wizards or something. This gives a certain understandable motivation to gain political power. While running a government may make you a target, it also has compensations in the form of bodyguards and such.

Not that U necessarily has such motivations...
Unknown Questions
As I said, I had assumed U was hiding his identity, perhaps so that he might more easily wander his domain incognito, as kings in stories are wont to do, thus learning of the injustices their subjects are subjected to. Or some other "unknown" reason, like bad scarring or something. This question burst my assumption like a fireworks and left many more in its wake.

That said, I don't expect answers here, but I though you might be interested to know what I'm wondering:

How long has U been around? Both as an individual and as a head-of-state.
Was his creation influenced by some god? Is he a young god?

Why is U humanoid - was it something about his creation (i.e. was a human or elf type present or involved in his birth or creation). Was he humanoid at creation, or some other 'baby' shape? Can he take other forms if he wishes, like a dragon or phoenix or kobold or rat or...?

He is magical energy - so does he eat magic? Does he need to eat at all, or does he subsist on the energy inherent in the world around him? Does he need to walk, or can he float, or fly?
How about swim? Would water be his downfall, like a wicked witch in Oz, or is it simply another medium? (Water & Earth have elememtals [in some mileus, not sure about yours in particular], so they could in theory support magical "life".)

Why does U go masked - simply to keep discomfort of those around him to a minimum? Is viewing raw, or even shaped, magic painful for humanoid eyes?
Or is it just that he's bright?

Why is U running an empire? How did he go from just-formed glob of magic to head of state? As a being of magic, why is he interested in human affairs at all? Was he taught ethics by a human wizard, or something? Why would he bother to listen? HOW does he hear? Was he born knowing some common tongue, did he just learn to speak as babies do, or is he telepathic in some way? What is his motivation for messing in our fates? Is it the subtle influence of some god? Is it just because he's here and might as well?
Did he take over the goverment in a coup, or were things handed to him by prior rulers for some unknowable reason? This is the sticky one - why would dragons, humans, elves, orcs, etc all be ruled by one being, even a magical essence? Especially as they all have rulers of their own with reasons to NOT cooperate.

For instance, if Jesus Christ were to descend from the heavens right now, we wouldn't let him run our country, even if he wanted to. Some would say separation of Church and State precluded it, others would say he wasn't born here and thus was ineligible to be President.

However, the USA is a member of the United Nations, is U basically head of a similar organization of nations? If so, did he create it, or somehow gain control of an extant group? In either case, how? And how little/much power does he actually have? Both politically and personally?

I think that covers the basics pretty well...
This question of yours raises SO many questions for me. Mainly because I'd been assuming that "Unknown" (aka U) was a humman(oid) who stayed anonymous for reasons of his own.

My answer to your question is both 'yes' and 'no'. Things that cause pain in a physical being, like a stubbed toe, or a sword in the gut, might be totally ignorable by U. Being in certain types of magical fields, or even thunderstorms, might cause discomfort, while spells directed at U might cause enough interference with its "substance" to cause actual pain.

Or, contrariwise, it might be that U can "feed" in strong magic fields, and easily ingest magical effects directed at it, but physical things can disrupt the magic enough to cause pain.

Really, it depends mostly on how you envision U, his creation, and his relation to the world. So you can choose whatever works best for you, either aesthetically, or story-wise. Figure out what works, then go with it. But, yes, SOMETHING should cause U pain, simple because a being that doesn't feel pain is too unrelatable.
Oh, yeah, I'm not a bow-hunter, but it seems likely that there might be at least a trace of blood where the arrow impacted, and got pulled out...
Oh, yeah - you're favorited on TopWeb. :)

And now that I go back and study the last page, he does look more annoyed than anything to me. I think I was fooled by the *sigh* -- it sounded sad to me.