Whilst there are many ghosts in the game, you specifically want to find one where the interact prompt is "
Question", rather than just "Talk" or "Help". From what I can tell, the actual dialogue prompt you use to question/interrogate them with doesn't matter.
Apartments:- Man in apartment 2B. He is missable very quickly as he disappears when you head towards the stairs to the 3rd floor, as this spawns a Demon which enters 2B and seemingly scares him away.
- Man in apartment 3A. He is sat in the bathtub.
Church:- Man sat on the right-hand pew (church bench) as you enter.
Police Department:- Woman looking over a corpse in the morgue.
Town (hub area):- Man leaning against the wall to the right of the Cemetery entrance.
Cemetery:- Man on the bridge near the start.
- Woman near the mausoleums; this is after the initial three Demons that appear.
- Man in a butcher's outfit at the halfway point up the hill, with a group of living people.
- Man looking over the desk as you enter the building at the very top of the hill.
- Woman on the bed, to the left of the previous ghost.
- After you learn the Teleport ability and leave the building, there is a disembodied head you can question in the alley.
The game informs you of the point-of-no-return (entering the Judgement House on the second time during the plot), so make sure to question/interrogate a ghost before this point.