How do girls reply when they say they are female ghosts?

First of all, female ghosts are not real things, so if your female friend jokes that she is a female ghost, you can respond to her in the same humorous way, such as "Are you going to turn me into a pig?" This answer only applies to friendly and non-offensive occasions.

If she is hinting or expressing some bad behaviors or emotions, for example, she may feel dark, scary or threatening like a female ghost, then you can respond to her in a gentler way, for example, "I'm not afraid of you, I just want to know how you feel." Then try to have an open talk with her and help her solve any problems or emotions.