The Ghost people were pretty creepy to be honest. I saw a mod that fills the entire wasteland with them, maybe you should try it out.
There's something deeply unsettling about anything that gets back up after you've killed it. Although to deal with the issue of them dodging around constantly, which is pretty irritating, just beat on them with that bear trap fist you get off 'em, they're not quite as scary up close after the first few times, plus that thing often takes limbs off instantly so they don't get back up often.
I think the creepiest part about them is their erratic movements and the backstory behind them (especially once you delve into Old World Blues).
They were just workers trying to clean some bioweapon out of the air conditioning and ended up getting trapped in a suit that slowly mutated around their skin. On top of that you don't really know what they actually look like, they could just look like ghouls, but maybe they don't.
Then there's what Dean Domino says about what they do to outsiders, how they drag them off into the fog never to be seen again. Seriously the most nerve-wracking moments during the Gala Event was having to face 15 of the fuckers, and quickly you learn that running away isn't the "pussy" option here.
I can only imagine how horrifying it is to find them lurking out in the wasteland... at night.... in the dark... holy shit what if you had that Darker Night mod on and all you could see of them are their glowing eyes. I'm going to go get my Dinnerbell for comfort tonight, anyone wanna join in the hold out?