Summary of eRumor: 
There are several versions of this story.  One is told by a motorist who picks up a man or a woman along a lonely road.  The motorist is fascinated by this ethereal person.  At some point, the hitchhiker says something like "Jesus is Coming soon" then disappears.   Another version has the motorist dropping the hitchhiker off at a home.  He is so haunted by the memory of the rider that the next day, he goes to the house where he dropped the hitchhiker and finds out that he or she was a person who had died several years earlier.