I don't profess to know much about ghosts, but I find the folklore and legends surrounding ghost stories absolutely fascinating.
My mother in law took me out to a cemetery in Wilton, NH called Vale's End and showed me a very special grave. It didn't appear to be anything special on first glance, although for some reason it stuck out among the headstones.
All of the other cemeteries I've visited (except Salem, of course,) have been empty except for me. Vale's End had a couple of teenaged boys that came over to examine this particular grave. They saw that I was taking pictures and asked me if I were trying to capture orbs. That kind of surprised me and I replied, "No. So-called orbs are just specks of dust, after all." I was taken off guard and answered rather more harshly than I intended.
Anyway, on to the Blue Lady...
Here is a photo of the headstone of Mary (nee Ritter) Spaulding and Mary (nee Flynn Colburn) Spaulding , the first and second wife of Isaac Spaulding.
The script on the headstone is barely legible. A candle with the icon of the Virgin Mary was placed at the front of the headstone and pennies covered the cement in front of it. Apparently, it's a popular location for various rituals.
Legend has it that the first Mary Spaulding rises from her grave as a beam of blue light and slowly sinks back down. I've read it described as looking like a transporter from Star Trek. No one knows why the Blue Lady haunts her grave, but if I had to put my money on it, I'd say she's upset her husband's second wife was buried on top of her.