The figure in the glass case, likened to ET is a stuffed monkey, I would imagine it is an automaton (worth a few pennies now) and quitely likely of German origin or possibly French.
As this is on glass and appears to be a staged piece could it be for one of those early viewing things, Victorian after dinner entertainment. Then would it be possible to superimpose other things over the top, e.g. people, or could it be one of a set that slots into a circular drum that when wound round creates a moving picture?
I'll bet an elderly photographer would be able to tell you or even someone who deals in antiques.
As for the ghostly apparition, don't go there.