In the first game, this Spirit guards a collectible Item called the Black Furball in the hidden sewage passage of the Bridge near the Factory.
In the second game, it roams around the fields of the Second Town.
The Spirit appearances as a huge, floating head that is completely covered by its long, black hair. You can see red bumps or spots on its face, underneath its messy and wet hair.
If the Protagonist gets close to it, it will chase after her to kill her.