Explain the role of the ghost in Wuthering Heights.

At the beginning of Wuthering Heights, Lockwood gets trapped at the Heights by a snowstorm. He is allowed to sleep in a certain forbidden bedroom, which used to be Catherine Earnshaw's.
While there, Lockwood finds Cathy's name scratched into the wood, sometimes ending with Linton and sometimes with Earnshaw or Heathcliff. He also finds a journal, which he reads. He falls asleep with Catherine on his mind. He has dreams, and then thinking a branch has awoken him by banging on the window, he opens the window to break it off. To his surprise, he is grasped by a ghostly hand:

[M]y fingers closed on the fingers of a little, ice-cold hand! The intense horror of nightmare came over me: I tried to draw back my arm, but the hand clung to it, and a most melancholy voice sobbed, "Let me in—let me in!" "Who are you?" I asked, struggling, meanwhile, to disengage myself. "Catherine Linton," it replied, shiveringly (why did I think of Linton? I had read Earnshaw twenty times for Linton)—"I’m come home: I’d lost my way on the moor!"

A little later the ghost of Catherine says, "I've been waif for twenty years."
While we are never quite sure if the ghost is a dream vision of Lockwood's or real, several elements suggest it is really Cathy. For example, she calls herself Catherine Linton, when Lockwood most likely would have dreamed of her as Earnshaw, and he has no way of knowing at this point she has been dead for twenty years.
The dream is important, as it excited Lockwood's interest in hearing about Catherine so that we learn her story. Moreover, if Cathy really is a ghost wandering the moors and has been lost, now she is home, meaning she and Heathcliff can finally reunite in death. However, this is something the reader cannot understand until much further into the story.