Babydust, was it you whose daughter asked the other day if the 'baby magic' had worked yet? Can't remember who posted that... but if it was, then clearly babies are on her mind, so I wouldn't get too spooked about it. My neighbour's daughter is 4 and talks a lot to herself, but gets really embarrassed if anyone catches her at it. She also keeps asking me if I have a baby in my tummy yet - and no, we haven't told her (or her parents, for that matter!) that we're TTC! It's just that lots of her little friends at nursery school have pregnant mothers or baby siblings, and she's very curious about babies. Could be something similar with your daughter - maybe she wants (or doesn't want!) a baby brother or sister, and thinks they come from a shop. She's heard you ordering things over the phone, so has play-acted the lady from the baby shop phoning up and saying the baby isn't ready yet...
Obviously I don't know - but I'd guess that's as likely a scenario as a visitation from a ghost. I wouldn't freak too much, but it might be worth trying to find out why your daughter was upset - was it because of 'the lady' or was it because of 'the baby'? Is she worried that you'll have a baby and stop paying her attention? That's good enough reason to cry, in my eyes! Or maybe she's upset because she knows you want one, and it's not here yet - and her daddy's been to the doctor's and was worried, and mummy's been anxious and stressed too, and she's picked up on that, and put 2 and 2 together, blaming the absent baby? Maybe your daughter just needs some reassurance - not about ghosts but about your love for her!