The old Norse didn't believe in ghosts per se.
Instead, they knew of a being called a draugr: a revenant, an un-dead, an animated corpse that will not lay still, but instead walks, wreaking ill, to trouble the lands of the living.
The Norse said DROW-ger. In Iceland today, they say DROY-goor. If (there's no evidence that they did) the English-speaking ancestors had known of such wights (or rather, un-wights) and had called them by an equivalent name, we would today name them drows (as drowse).
When the southron shavelings came in and started vaunting about their new god, you can't tell me that people didn't nod in recognition and say: Aha.
Come to think of it, this actually explains quite a bit about the history of the last thousand years, and (alas) much ill-wreaking that still goes on today.