On this page of the Assassin's Creed Valhalla Crossover Stories guide you can find a detailed walkthrough for Haunting of Neist Point side quest/event.
Starting the mission
You will come across this side mission/evemt when traversing the western part of the island.
When you reach Neist Point, you will hear voices coming from the tower. Your job is to find out what/who is responsible for them.
The tower is easily accessible - you can use a small entrance from the main road. Behind it there is a ladder that needs to be climbed.
Way is blocked by a wooden blockade - simply hit it with a melee weapon or a bow.
When you reach the top of the tower you will see an old man, who is pretending to be a ghost. Talking to him will complete the mission.