This was a vehicle combat game either on psx or PS2. It had pickups like to turn your car into a hovercar or a boat. One of the levels was a movie studio (or possibly an actual desert) with a giant mutant anthill in the middle of it, and another level in the grounds of a manor where you could...
That would be Yume Nikki. The "ghost" you mention is called Uboa, and it appears sometimes if you turn the lights off in one particular room of the game , but if it doesn't happen you have to leave and reenter the room.
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