Any "thing" or "mental consctruct" will always continue to be what it is and do whatever it is doing unless some force (physical or mental) causes it to change. This is an elementary and fundamental law that is passive in nature. By passive, I mean that it is invoked only when some force causes it to change. Why should it change unless some force causes it to do so? If it were to change spontaneously without any force being exerted from the outside, then we would look for an inner force to cause the change. So this law of Newton's really does apply to all - and it is a passive law that is fundamental to all.
When we speak of variations in inertia in our physical world, we are actually speaking of how we measure degrees of inertia. We measure degrees of inertia by degrees of mass - or degrees of mass by degrees of inertia. The reason this is so has to do with the amount of nether (ether) Mass as opposed to mass that flows into each "particle" of mass in a given length of time (like one second). The reality behind what we call mass is a more fundamental substance that some of us have named "Mass", the substance of dynamic ether. This substance has varying degrees of density and if it had weight as we know it, one could say that more density means more weight of dynamic ether per a given volume and less density means less weight of dynamic ether per a given volume. As we measure weight, the heavier a thing is, the more "weight" of ether there is flowing into it in any given length of time.
Going one step farther, physical inertia is measured by movement in response to force over a period of time. So rate of movement, which is distance divided by time, is fundamental to our measure of physical inertia. All four dimensions, three of space and one of time, are involved.
So in summary, (1) inertia applies to all - not just things, (2) inertia is passive in nature, and (3) physical inertia is caused by the "Mass" of ether flowing into a body within a given length of time. In the case of physical inertia, the inflowing Mass is doing what it has been doing until we force it (through acceleration) to do otherwise. When we thus agitate it, it resists and we call this resistance inertia.