Here is yet another trival idea that struck me.

The Hogwarts ghosts don't seem to have much of an idea about where the other ghosts or living people are at any time. They know whats going on where they (the ghosts) are. By this I mean they are sort of existing in the same plane as the rest of the mortals they can just move around more freely.

When Lily and James come out of Voldys wand, they know whats going on and what Harry has to do to escape. They seem to have more information than a ghost would.

sure, but didn't the book say that they were a shadow of the last spells voldy performed? from what i know, shadows come from beyond, so they can see anything that's happening any time they want, whereas ghosts are present in our realm, so they, like humans, can only sense the things that are in the same place as them.
that's my guess as to why all the shadows from voldy's wand knew what to do.

*before you insult someone, walk a mile in their shoes. then, when you insult them, you will be a mile away and have their shoes.* LOL!

yep. What tina says. ^-^ I don't believe they were James and Lily's Ghosts, but merely a shadow of the former incantations produced by voldemort's wand: a result of the Prori Incantatem spell.

They were echoes of the person...they had the knowledge of their old selves, but were echoes, not ghosts. So if James was well learned in magic in life, he'd know what to do.

One thing about ghosts- Nick says in book 5 that they are mere imprints of that person meant to dwell where they once inhabited, I think...so how is it that during his Death Day parties, he can have ghosts from all over (the Headless Horse Hunt) come around? Hogwarts probably isn't the place they inhabited in life.