"No game is bug-free. And some games are worse than others." - Tats TopsVideos
Obviously, making games far more complicated than we can ever felt, and things can go wrong all the time.
A glitch. Otherwise known as a bug or a fault that is an error in the game that produces an effect that was unintended by the programmers.
They usually get worked on before the public sees them, but sometimes they don't, and this is where you get creepy/scary problems like these.
Come, share your creepy experiences in the Elder Scrolls games series.