What is the black floating ghost?

I have noticed a black floating ghost in the room adjacent to mine. It passed through just above the yellow gun. What is it? Is it a bug?

It's not a bug. You will encounter that... thing... again at a later point in the game.

When you encounter it again, you have to follow it solving various puzzles. When you got it, you have to suck it in with your gun. This brings you to the final area of the game. There you have to bring it to a black cube and release it. This completes the game.

Regarding what it actually is and what it's meaning is... well, I guess that's up to your own interpretation.

Sometimes it foreshadows what you need to do to progress. Well, actually, it foreshadows where you need to travel, in order to progress. Actually accomplishing that travel is whole other story...