I suppose that she wanted to get another proof that the place was haunted, at my expense. Well, it is—swarming with ghosts and goblins! You have reason in shutting it up, I assure you. No one will thank you for a doze in such a den! (3.67)
Once again, Lockwood reveals his gross inability to accurately assess a situation. The ghost he has just encountered is much more than a creepy creature, and Heathcliff envies him for having touched Catherine's icy hand. As usual, Lockwood is unable to see the situation outside of how it affects him.
I obeyed, so far as to quit the chamber; when, ignorant where the narrow lobbies led, I stood still, and was witness, involuntarily, to a piece of superstition on the part of my landlord which belied, oddly, his apparent sense. (3.81)
Heathcliff cannot hide his anguish even from his new tenant. This moment is one of the few in which Heathcliff expresses sorrow without rage.
[. . .] knocking my knuckles through the glass, and stretching an arm out to seize the importunate branch: instead of which, my fingers closed on the fingers of a little, ice-cold hand. The intense horror of nightmare came over me: I tried to draw back my arm, but the hand clung to it, and a most melancholy voice sobbed, "Let me in—let me in!" (3.45)
Lockwood discovers his first night at Wuthering Heights that all is not normal there. But one central question is, is the ghost real or a figment of Lockwood's imagination?
I was superstitious about dreams then, and am still; and Catherine had an unusual gloom in her aspect, that made me dread something from which I might shape a prophecy, and foresee a fearful catastrophe. (9.85)
Nelly reveals a bit about herself in her anxiety over Catherine's odd behavior. But, as with other examples, she also tells us a bit about her character and thus the nature of her narration. She, like the Gimmerton villagers, is a little irrational (and paranoid).
It's a rough journey, and a sad heart to travel it; and we must pass by Gimmerton Kirk to go that journey! We've braved its ghosts often together, and dared each other to stand among the graves and ask them to come. (12.52)
As children, Catherine and Heathcliff feared nothing—though violence and rage were everyday experiences. The ghosts that children usually fear were not scary to them because they had each other. Later Heathcliff will yearn for Catherine's ghost to haunt him.
"Oh! you said you cared nothing for my sufferings! And I pray one prayer—I repeat it till my tongue stiffens—Catherine Earnshaw, may you not rest as long as I am living; you said I killed you—haunt me, then! The murdered do haunt their murderers, I believe. I know that ghosts have wandered on earth. Be with me always—take any form—drive me mad! only do not leave me in this abyss, where I cannot find you! Oh, God! it is unutterable! I cannot live without my life! I cannot live without my soul!" (16.25)
To Heathcliff, a life without love is not worth living. In this brief speech, he reveals his anger toward Catherine, which is rare. Usually his rage is directed at any one but Catherine.
I have a strong faith in ghosts: I have a conviction that they can, and do, exist among us! (29.24)
Heathcliff feels Catherine's reach beyond the grave, which holds out the promise that their love doesn't have to die. Brontë really mixes up Gothic conventions by creating a character who wants ghosts to exist.
"They won't do that," he replied: "if they did, you must have me removed secretly; and if you neglect it you shall prove, practically, that the dead are not annihilated!" (34.81)
If Heathcliff is not buried next to Catherine, he will plague those who refuse his request. Here it is Heathcliff and not Catherine who will be a ghost. And he knows that pretty much everyone else is afraid of ghosts.
"Is he a ghoul or a vampire?" I mused. I had read of such hideous incarnate demons. And then I set myself to reflect how I had tended him in infancy, and watched him grow to youth, and followed him almost through his whole course; and what absurd nonsense it was to yield to that sense of horror. "But where did he come from, the little dark thing, harboured by a good man to his bane?" muttered Superstition, as I dozed into unconsciousness. (34.46)
Nelly is torn between the Heathcliff she helped raise and the brute he has become. Her memories of him as a child prevent her from believing that he is a truly dark character. Still, she struggles against her tendency toward superstition.
But the country folks, if you ask them, would swear on the Bible that he walks: there are those who speak to having met him near the church, and on the moor, and even within this house. (34.99)
Is he dead or isn't he? Keep in mind that throughout the novel Brontë makes little suggestions that the villagers are superstitious, so these sightings may be fantasy after all.