When on a IM someone types so that it says "'Whoever' Is Typing" telling you that you will soon have a message, but then the person deletes what they were going to say and so this message disappears. This is called a ghost.
JM says:
did you go out last night?
*Last message recieved: 21:22*
*JK is typing a message*
*Last message recieved: 21:22*
JM says:
Ghost
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