Melancholy ghosts first take shape (5)
I believe the answer is:
gloom
'melancholy' is the definition.
(I know that gloom is a type of melancholy)
'ghosts first take shape' is the wordplay.
'ghosts first' becomes 'g' (1st letter of 'ghosts').
'take shape' becomes 'loom' (I've seen this in another clue).
'g'+'loom'='GLOOM'
(Other definitions for gloom that I've seen before include "Despondency" , "Near-darkness - misery" , "Dark depression?" , "Partial darkness" , "Cloudiness" .)