Assuming you've encountered the shadows in the vale, you need +1 weapons to hit them. You probably don't have many to choose from yet, so you might need to use weapons you aren't proficient with.
i think he was correct because shadows aren't really ghosts in d&d, right?
I think you're right. I just got distracted by the quotations and always find them hilarious. There's this great blog if you enjoy these sorts of things:
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One townsperson in Kuldahar recommends arrows against undead.
http://www.unnecessaryquotes.com