It could be set up like those ghost hunting shows on TV, but as suggested, someone is murdered. I can see this being a survival RP more than a mystery, but it can be both.
You could also make it a group of people go camping, and strange things begin to happen. On a hike, they find a dead body, or one of them die, or they see some one get killed.
We gotta think about how the ghost will be portrayed. Are they all evil? will someone play a ghost, or will it all be handled in the narration. What about other ghosts? Could someone play a helpful ghost, or will all characters be human and be completely at the mercy of the paranormal.
The setting will be an important part for this RP. If it is in a city, any character could easily leave; that would ruin a horror aspect, unless we toss in some sort of post-apocalyptic theme . If it is a boat stranded in the ocean, there is no escape, and the characters are forced to be near the body, unless they toss it overboard.
There are several ways for this idea to grow. They all seem interesting to me and I'd like to take part once it forms. I'd even be cool playing the murder victim, if y'all wanted to get to know the victim before the ghostly homicide.