The UFO and Alien Egg were featured in a Bunker Resupply mission, and the jetpack was added in the Doomsday Heist Update as the Thruster. This was later revealed to reference a singleplayer dlc that was scrapped and somewhat reused for GTA Online. Investigating online reveals that the ghost is Jock Cranley's wife, Jolene Cranley-Evans. During the time the ghost is present, the word 'JOCK' appears written in blood on the rocks under the ghost. The ghost fades away if the player gets too close, and reappears when the player moves away.
The ghost doesn't move, and will not react to the player being present or shooting it.
The ghost that appears on Mount Gordo at night. Note: Most of these secrets and easter eggs in Grand Theft Auto Online are shared with Grand Theft Auto V.