Ghosts are spirits of long-dead creatures or people that have for some reason or another not moved on past this plane of existence.
While not much is known about the afterlife or the process of death itself, the existence of ghosts and their confirmed origin do lend credence to the theory of some form of reality post-death.

Regardless of the implications however; Ghosts themselves tend to be hostile, with an incorporeal form that leaves them immune to most status effects.
Their translucent appearance also makes them hard to spot in brightly lit areas, which can make them even more troublesome to those not paying attention.