(REQUEST!) Pyrrha died, that happened. However, during the Fall, her essence of the Fall Maiden was unintentionally absorbed by you, prompting her specter to appear after another confrontation with Cinder in Mistral. Tied together, the tragedy alone being you alone can see and hear their friend.

http://www.pixiv.net/member_illust.php?mode=medium&illust_id=60819029