I'm not certain if I have spoilers below, so be forewarned and if I should edit it, please let me know. Still getting a hang of the etiquette here.
As long as you make sure that the inhuman you want to be, isn't something without its own mind, you should be able to make it work. Normal ghosts don't have a real place, as they can't and/or don't meaningfully interact with the physical world.
(Which only makes me more interested in Ghost Story)
Though the Nightmare from Grave Peril was more powerful and interactive than a regular ghost, he could only perform within a set of parameters, then again, we don't know if Mavra somehow boosted him with her magic, or if he only became more free-willed after digging into Harry.
Toot, or any of the weaker Wild Fae, could possibly make a PC, as they aren't bound by any Court. Summer or Winter Fae, however, are simply too bound to their Courts to be playable. Even the Summer/Winter Knights, who have more freedom than faeries, can also be forced to act in accordance with the Queens' wishes.
If you want ghost-like powers, you could attribute them to a ritual gone horribly wrong, or a ghost-wizard melding with your body. A full ghost just isn't playable, IMHO.