Wraiths are a weird phenomenon, rare enough that the majority of the Mythos has no idea they exist.
For the record, they are not ghosts. Ghosts are echoes of people who’ve died. Wraiths, on the other hand, are pieces of beings who have died and who can never be whole, for most of their essential selves has been destroyed.
Hades – Death – cares for these beings, though the details are unclear. He’s lent a few to Notte as servants, which can be deeply startling for visitors.
This is actually a kindness. With something to do, the wraiths don’t fade – and Death hopes that in time, he’ll find a way to heal them.
A white thing—a puff, a phantom, a see-through blobby shape like a pillowcase underwater—flew through the wall and between them, bringing with it a cold wind and wearing an impossibly solid red bowtie near its top. […] It had a shape, of sorts—curvy and blobby and really not humanoid. There were no limbs. The red bow-tie indicated the possibility of a head, but there was no face; above the tie, the blob tapered, ending in a sort of empty-windsock sag.