some say he gallops across the wastelands of the tundra at the dead of night...searching for something.... or someone.
as he gallops away across the pitch dark lands, he is the only thing iluminating his path ahead like the lost soul he is...
hush talks, and whispers are mentioned around local inn's but no one dares to see him.
some say that if he finds you, he will only want one thing from you... and that is your head, so that he can find his way back to sovngarde
But all we know is: He's called the ghost Stig!
Sorry, I couldn't resist making a Top Gear reference....

I've only encountered him once or twice, and I couldn't keep up with him. My girlfriend encountered him...chasing his own ghost horse. We don't know how it happened, but he got dismounted somehow, his horse took off, and he chased after it. It was sad, really. Poor guy must have panicked and lost his head in all the excitement. No, wait....