Nargles

Harry-"Your feet, aren't they cold?

Luna-"A bit. Unfortunantly all my shoes have mysteriously disappeared...I suspect nargles are behind it."

Nargles are mischievious little creatures that take people's things and hide them. Luna "looses" many things. She believes she looses them to nargles, but really, her classmates take her things and hid them from her.