Ghost, dead, death, soul
And this was the story of the Woman of the Marsh:
"There was much excitement yesterday out here in the marsh! There was a christening party! A little will-o'-the-wisp was born here; in face, twelve of them were born all at once. And they have permission to go out among men, if they want to, and move around and command, just as if they were human beings! That was a great event in the marsh, and for that reason all the lady and gentlemen will-o'-the-wisps danced across the marsh and the meadow like little lights. Some of them are of the canine species, but they aren't worth talking about. I sat right there on my cabinet and held all the twelve little newborn will-o'-the-wisps on my lap. They glittered like glowworms; already they had begun to hop, and they grew bigger every minute, and after a quarter of an hour each of them was as big as his father or uncle. Now it's an old-established law that when the moon stands just where it did yesterday, and the wind blows just the way it blew yesterday, it is granted to all will-o'-the-wisps born at that hour and at that minute that they may become human beings and each of them exercise their power for a whole year.
"The will-o'-the-wisp can go about in the country, or anywhere in the world, as long as it is not afraid of falling into the sea or being blown away by a great storm. It can go right into a person, and speak for him, and perform any action it wants. The will-o'-the-wisp can take any form it likes, man or woman, and act in his or her spirit, and so go to the extreme in doing what it wishes. But in the course of that year it must succeed in leading three hundred and sixty-five people into bad paths, and in grand style, too; it must lead them away from the right and truth, and then it will receive the highest honor a will-o'-the-wisp can, that of being a runner before the Devil's stagecoach; it can then wear a fiery yellow uniform and breathe flames from its mouth. That's enough to make a simple will-o'-the-wisp lick his lips in desire. But there's danger, too, and a lot of work for an ambitious will-o'-the-wisp who wants to reach that height. If the eyes of the person are opened and he realizes what is happening and can blow the will-o'-the-wisp away, it is done for and has to come back to the marsh. Or if, before the year is over, the will-o'-the-wisp is overcome with longing for its home and family, and so gives up and comes back, then it is also done for; it can't burn clearly any longer, and soon goes out, and can't be lighted again. And if, at the end of the year, it hasn't led three hundred and sixty-five people away from the truth and all that's fine and noble, it is condemned to lie in a rotten stump and shine without being able to move. That's the worst punishment of all for a lively will-o'-the-wisp.
"Now, I know all about this, and I told it all to the twelve little ones that I held on my lap, and they were quite wild with joy. I warned them that the safest and easiest way would be to give up the honor and just do nothing at all, but the little flames wouldn't listen to that; already they could imagine themselves dressed in fiery yellow uniforms, breathing flames from their mouths.
" 'Stay here with us!' said some of the older ones.
" 'Go and have your fun with the human beings!' others said.
" 'Yes, they are draining our meadows and drying them up! What will become of our descendants?'
" ' We want to flame with flames!' said the newborn will-o'-the wisps, and that settled it.
"Then presently began the minute ball, which couldn't have been any shorter. The elf maidens whirled around three times with all the others, so as not appear proud, but they always preferred dancing with each other. Then the godparents' gifts were given – ' throwing pebbles,' it's called. The 'pebbles' were flung over the marsh water. Each of the elf maidens gave a little piece of her veil.
" 'Take that,' they said, 'and you'll be able to do the highest dance, the most difficult turns and twists – that is, if you should ever need to. You'll have the best manners, so you can show yourselves in the highest of society.'
"The night raven taught the young will-o'-the-wisps to say, 'Bra-bra-brave!' and to say it at the right times; and that's a great gift that brings its own reward.
"The owl and the stork dropped their gifts. But they said these weren't worth mentioning, and so we won't talk about it.
"The wild hunt of King Valdemar was just then rushing across the marsh, and when the nobles heard of the celebration they sent as a present a couple of handsome dogs which could hunt with the speed of the wind and carry a will-o'-the-wisp, or three, on their backs. A couple of old witches, who make a living riding broomsticks, were at the party, and they taught the young will o'-the-wisps how to slip through any keyhole as if the door stood open to them. These witches offered to carry the young ones to the town, which they knew quite well. They usually rode through the air on their own back hair fastened into a knot, for they prefer a hard seat. But now they sat on the hunting dogs and took on their laps the young will-o'-the-wisps, who were ready to go into town to start misleading and bewildering human beings. Whiz! and they were gone!
"That's what happened last night. Today the will-o'-the-wisps are in town and have started to work – but how, and where? Can you tell me that? Still, I have a telegraph wire in my big toe, and that always tells me something."(...)
"Sometimes they wear skirts!" said the Woman. "The will-o'-the-wisp can take on any form and appear anywhere. It goes into the church, not for the sake of our Lord, but perhaps so that it can enter the minister.
"The wild hunt of King Valdemar": refers to one of the demonic ghosts of popular belief, cf. Just Mathias Thiele: Danmarks Folkesagn (1843-60), vol. 2, p. 93f, issued by Rosenkilde og Bagger 1968:
Som straf for, at kong Valdemar [Atterdag], mens han levede her på Jorden, plejede at sige, at Vorherre gerne for ham måtte beholde sit Himmerig, når han selv blot måtte jage ved Gurre, er han nu dømt til hver nat at jage fra Burre til Gurre. Han kommer i reglen da farende med sit jagttog gennem luften. Når han nærmer sig, hører man først en hujen og støjen og piskeskrald; straks efter kommer hele optoget; forrest løber de kulsorte hunde frem og tilbage og snuser til jorden, mens de lange gloende tunger hænger dem ud af halsen. Derefter kommer Volmer på sin hvide hest, og undertiden holder han sit eget hoved under den venstre arm.
In short: King Valdemar has been condemned to h(a)unt from Burre to Gurre, because he used to say that God could keep his Heaven for himself, if only Valdemar could hunt at Gurre.
"they taught the young will o'-the-wisps how to slip through any keyhole"; in popular belief there are bewitched women, "mares", who come at night, slip through keyholes and the like and often "ride" the sleeping person (night-mare) and causes heavy breathing and bad dreams. (Cf. Thiele 1968 vol. 2, p. 225f.
"The night raven" is a real bird characterized by strange screams and silent flight. According to folklore it is an exorcized ghost. It is also present in The Elf Mound.