What is this strange symbol that is shown when Kagami says "un"?
In Shingon Buddhism, there is a concept known as shuji (種字・種子; Sanskrit bīja or bījākṣara), which means "seed syllable". These are monosyllabic Sanskrit-derived incantations (i.e. mantras) which are taken to hold mystical power in and of themselves, and which symbolize a particular revered figure (e.g. a Buddha or bodhisattva). 

The symbol that Kagami is shown uttering appears to be a stylized version of the seed syllable "हुं", transliterated as "hum", which finds its way into Japanese as "un". This particular one symbolizes Kundali (軍荼利明王 gundari myouou), who is one of the five Wisdom Kings.