With a little over a month to go until Ant-Man and the Wasp’s release, much of the movie’s plot is still shrouded in secrecy, but one thing that has been made clear is that early into the story, Hope van Dyne and her father, Hank Pym, open up the Quantum Realm, which was briefly explored in the first Ant-Man movie.
No doubt Hope and Hank were attempting to free Janet van Dyne, the first Wasp, from her decades-long imprisonment, but evidently their efforts led to Ghost obtaining her ability to phase through solid matter.
We still don’t know the background of the MCU’s Ghost (and if she’s anything like her male comic book counterpart, we may never learn the full story), but it’d previously been revealed that she stole Pym technology, so either her new power is entirely artificial or this tech and energies from the Quantum Realm merged and enhanced the villain.