I might have just missed the explanation in one of the books, but can someone tell me about the ghost in the first book. The young Scot that Frank sees outside the B and B he and Claire were staying at. I assume it was Jaime, but didn't read, or cant remember, the explaination about how and why he came to be there.

It is explained later, in either book 5 or 6, can't remember now which one for sure, but yes it is Jamie.  On Jamie's end, it was a dream.

It is Jamie and according to DG's website, she will explain the whole thing in "the last book".