It sounds like any ghost story at first — I was walking through the woods on my property when I encountered this praying mantis that was ghostly white and floating in the air. After a startled jump backwards, I took this photograph:
On closer inspection, this was held up by a thin, almost invisible strand of spider web silk. I think the praying mantis got tangled in a spider web and eaten, leaving the empty carcass behind. Or, perhaps the mantis shed the skin and it drifted into a spider web. In either case, this is my entomology ghost story.