Explanation to come.
I can take any form, assume any shape,
Can appear out of nothing, then dissipate.
Clouds are amorphous, and can take any shape they choose. It is also a common pastime to look at clouds and find some recognisable shape on them (pareidolia). Clouds form from invisible water vapour, but "dissipate" as well, depending on various atmospheric factors.
I get angry and dark, and lash out in pain,
Then regretfully cry till I'm calmer again.
Storm clouds are typically thick enough to block or disperse most of the light that gets to them, resulting in darkness. Such clouds have been poetically described as "angry" for a number of reasons. Such clouds build up electric charge due to the movement of air and themselves. This charge is then rapidly and dramatically equalised by lightning, which creates thunder as an aftereffect. Clouds are also responsible for most rain. Once this has finished, it is common to describe the resulting weather sans rain as "calm".
Daydreaming people pop in to say "Hi".
(Not literally, of course - if they did they would die.)
People who daydream are said to " have their head in the clouds".
My soft, fluffy fur would make the best bed
But again - don't do it, you WILL end up dead.
Clouds, especially of a certain type, have an appearance reminiscent of sort materials such as cotton wool. Thus, a bed of clouds would be soft, fluffy and ideal for resting on. However, clouds are not solid - they will not hold weight, and objects placed above will pass through them, leading to almost-certainly fatal falls. Clouds also often form at altitudes above those survivable by humans without suitable equipment due to either hypoxia or hypothermia.