In the Prickle Pine safehouse, climbing up the stairs at a relatively slow pace results in audible breathing emanating from CJ. Some believe that there is another person in the safehouse with the player at these moments, and some reports claim that it comes from a ghost. These claims, however, are false, as the breathing comes from CJ due to the staircase being a stealth location.
The breathing is caused by CJ entering stealth mode, as the staircase in the safehouse is made to be a stealth area. Occasionally, there will be breathing without CJ being in the stealth area, which is theorized to be the sounds of someone whom was killed at the safehouse, whose ghost still resides there. Some people even say they have been attacked by ghosts. As that theory seems too much made-up to be a myth, the non-stealth breathing could also be considered a glitch to skeptics.