Welcome to Invasion of the Body Snatchers! Or, maybe, more like, Cocoon... I dunno, but whatever the case, a Vagabond is some kind of weird E.T. spirit that takes human (or other) form.
Vagabonds want to figure things out... They are curious, naive... They want to see new places... explore new surroundings, that kind of thing. They are like curious little children who don't understand anything, but have a zest for exploration and figuring things out.
Honestly, they sound fun to role play. I think there was a movie back in the 80's with this premise. Jeff Bridges comes to mind, but can't remember the movie title...
Another example I can think of would be the early Data character on the new Star Trek. A total oddball with no social skills, incredibly intelligent, always asking weird questions...
They might even agree to join the adventure! Oh yes, now we are talking! Because if they complete an adventure, they will even leave behind a cool magic gift! This would be a cool ally to have if you are about to send your players off on a "psionic campaign".
HD: depends on the form they take
attacks: depends on form
INT: Genius to Supra-genius
Psionic ability: 201-300
attack/defense modes: all/all
None listed, but it would be cool to give them some, stuff that really solidifies their status as "powerful alien creature", like Cell Adjustment (healing), Energy Control, ESP, Precognition, Levitation, that kind of thing
immunity to mind control