You can't ignore a crying voice, that wouldn't be very PLUR of you. You scamper into the hole and after sliding down a good deal the last bit of it, you end up in what appears to be a mining tunnel where you find a crying ghost. After a chat and a few hugs, the ghost explains it's crying because a goblin took the ghost's treasure and asks you to help retrieve it. When it points in the direction the goblin lives, you inquire what’s in the other direction. The ghost worriedly warns you there's a monster that way and no one who’s s gone that way has returned alive.