Well, what would your character do when confronted with a floating head watching him while he slept? XD
Does he know Ghost Pokemon are immune? Would he fire off a preemptive shot in case it was a "Walker"? Or would he investigate this Ghost Pokemon who clearly has something it wants from him? Would he bother helping it either way? Does he think there's safety in numbers or that he should help those less capable of helping themselves or does he think anybody else would just drag him down and ultimately get him killed?
It all depends on the direction you take his character. So just do whatever you think your character would do. :)