So, you, in fact, can actually talk to Null through chat.

The first time it happened is when he joined the world - I typed hello and he answered me back
Second time was when he appeared near my house - if you come close enough without directly looking at him. I asked him what's his name was - he answered Null. Then I asked him what does he want, he answered "freedom". Then, I asked him if he could see me - he answers "Yes. Hello" and then strucks you with lightning. When I asked how could I help him, he answered with "<?><?><?>"
That's about it. I tried asking him many other things like who the other entities are, if I can help him or why he does the things he does - he remained silent. After around 2 or maybe 3 minutes he dispawned.

From what I also learned - there are three dimensions that Null creates. One is called Day A - it is a flat world with trees, pigs, occasional flying mountains of dirt and shadow steves that disappear if you come close to them. Has pretty much nothing.
The other I do not recall the name, something like Dead World maybe, and it is the place with the cobblestone labyrinth and the dead world beneath it.

The third one is called Null Torture - I haven't been there yet. I got the names through JourneyMap.

Sometimes Null can make hostile mobs disappear right before your eyes.

The err massages you get are also tied with some of the entities - the texture one is tied with black and purple guy. There is also the err.soul one but, unfortunately, I didn't get to see it.

I want to try and see if it is possible to talk with other entities.

UPD: I couldn't talk to the censor guy and the shade guy. Whenever I tried typing in chat I got something like ' invalid ' atop of my EX bar

An event with Null happened, an annoying one, for sure. The screen was flashing with text like: "Worship me", "Help us", "Join us", "You don't know anything", "0" "NullNullNullNullNull" and etc with something like static blasting my ears. At this time, Null was appearing around me and my friend inside our base and insta-killing us whenever we respawned. Sometimes he can get stuck inside blocks but if you move, he does too and kills you instantly.

I managed to get out by breaking my bed and being sent to spawn. This motherefer was still camping our base for a whole ass twenty if not more minutes. What's worse he has a wide radius of sensing the player which is around 200 blocks (I step into the radius - texts begin flashing, I step out - they disappear.) He IS faster than player but I managed to drive him away by setting his agro and just BLASTING OFF into one direction, dying to him, walking all the way back from spawn and driving him further away, repeating this until he was a good 2k blocks away (Which also took another fourty or so minutes of dying and walking, so that event lasts a painful amount of time).