Bang How to Use Ghost Cards
If you are asking about the "Ghost" card from the Valley of Shadows expansion, it says:


  Play in front of an eliminated player. That player returns to life without a character ability and no way to gain or lose life points. Besides this he plays as a normal player.


This means the targeted player returns to the game and since (s)he has this blue card on the table they don't need to discard it, therefore the only way to get rid of them is to remove the Ghost card from play (either discarding it or stealing it).