[Drolefille]

Originally Posted by centaur532

Random question: I see everywhere that it's widely accepted that the Grey Lady is Ravenclaw's ghost but she's not mentioned once in any of the books, either the UK or the US version. I know because I've combed them through carefully. So where the hell is this coming from?

http://en.wikipedia.org/wiki/Hogwarts_ghosts

The Grey Lady is the Ravenclaw House ghost.

JK Rowling, author of the Harry Potter series, has stated that The Grey Lady appeared very briefly in Harry Potter and the Philosopher's Stone. It is of common agreement that the Grey Lady is the ghost that Harry and Ron encounter on their way to visit the Mirror of Erised, as referenced in this passage: "[Harry and Ron] passed the ghost of a tall witch gliding in the opposite direction, but saw no one else." Fans have found no other unexplained mention of a ghost in the book, so it is assumed this is The Grey Lady. She may also be "the ghost of a long haired woman" that floats past Harry and Hagrid when they are talking about a conversation between Dumbledore and Snape in Harry Potter and the Half-Blood Prince.

According to a letter written by JK Rowling to Nina Young, the actress who played the Grey Lady in the first film, she is "a highly intellectual young lady …. She never found true love as she never found a man up to her standards." [1]. The Grey Lady makes a more notable appearance in the deleted scenes portion of the Chamber of Secrets DVD (when Harry is finding the secret of Tom Riddle's diary, he asks her for privacy). It seems rather strange that the Ravenclaw ghost is allowed in Gryffindor Tower, though the movies often contradict the books.

There are a number of Grey Lady ghost stories of Great Britain — for example, the benevolent Grey Lady of Glamis — and it is thought that they might have been an inspiration for this character.

Also found this

So how do we know that the Grey Lady is the Ravenclaw ghost? JKR showed a page from her notebook in a televised interview. Clearly visible on that page was the list of house ghosts which indicated that the Ravenclaw ghost was the Grey Lady. In PS/f, she appeared a number of times. She was sitting at a desk in MacGonagall's classroom when Harry, Ron, and Hermione came bursting in, demanding to talk to Dumbledore. She was also talking with Nearly Headless Nick when he told her that Harry had been made a Seeker (PS/f)

http://www.hp-lexicon.org/wizards/ghosts.html
It also says that Ron and Harry meet her in the Chapter 12: The Mirror of Erised