I did not find the ghost. I did find pillars, headstones, the top of a tower so that you could look down over everything. I couldn't figure out how to get to the light just out in the water though. Loved the windmill too!
Maybe a bug then? I was trying to along the coast but it wouldn't let me go beyond the shore. I might try it again. Also wasn't sure how many lights there were to catch so I was never sure if I finished it.