Thanks for sharing your thoughts! Yes, we missed the set up for backpack and characters. There is no hard and fast rule for introducing the characters, but as you do it, each other player adds an item into the character's backpack. We created an FAQ/Errata which you can find here: https://docs.google.com/document/d/15PzBY3WpMc6vzCh_SMtV9Lvk9f-DMIejJMApszZ62No/...
Regarding the ghostly encounter, some mysteries have explicit ghosts in either the paranormal events or as NPCs, and some are more vague. As the game is designed to have prompts that are a bit less specific, most groups will choose when a paranormal event is a "ghost" and when it's not. Regarding information about the other character, the player in question would answer the question (so as not to step on any player's agency) but you can think about the ghost as acting as a conduit/accessing their memories/etc.
Thanks again for sharing your thoughts.