What were those 'Shades' which Ygritte told Jon had been released when the wildlings opened several crypts (emphasis on opened, not dug up, so it had to be crypts like those at Winterfell ,not graves) while searching for the Horn of Winter beyond the wall ? I have a theory or three about it.
1. Superstition. Plain superstition. Remember how people believe that taking the swords from the statues of the former Kings and Lords of Winterfell in its crypts would cause their ghosts to be released