A ghost could instil terror to the degree that it paralyses (temporarily) the unfortunate being that comes across it. It could make someone hallucinate, thus luring them into danger, into doing something like stepping over a cliff or through a window. It could bring with it enough coldness to literally freeze objects, even causing them to crack and break. Or similarly, it could bring a building, intense heat, hot enough to make things smoulder and smoke, possibly even burn. It can bring with it visions of the physical past, making someone believe there are steps where in reality there are not, or solid ground where there is in fact a hole and so on. You could make your ghost physically able to do things to, though for me a ghost that can do too much in that vein is in fact a poltergeist. I think the whole point of ghosts, the thing that makes them scary, is that sense of doubt it instils in the human mind, even when the hairs are standing up on the back of our neck - did I really see that shadow? Was there really a mist in the room just now? Did I really feel a cold hand on the back of my neck? The suggestion is the scare for me, where ghosts are concerned. Plus a great back story, of course.