Probably the worst nightmare I ever had was going to the attic, knowing that there was something haunting me that lived there. Every time I sensed it would happen, and still I had to go to the attic for some reason. What happened was that I'd hear a very loud screeching noise inside my head and it would make me collapse and faint / die and wake up in a state of paranoia.
What video game character to take with me: Alma. That, or Point man. But this ghost is not visible like the ghosts in F.E.A.R., so using fire weapons is not going to cut it.
Alma will take care of it.