The Ghost is a former Halfling who's fallen on hard times. She deals necrotic damage and has a neat ability that tosses a DoT onto an enemy while healing allies simultaneously. Lillend is... well, she's interesting. She looks like the cross between a snake and an angel, and as if that didn't give her enough fodder for dinner conversation, she can play the harp. Lillend is the game's first purple-quality healer companion.
While you can buy the Ghost with ZEN, it looks as though Lillend is obtained only as a chance reward for purchasing a professions pack.