I am skeptical of this, but there is a lot of evidence and witnesses...

I saw it on television, captured on video at the gas station.
There are many things in this universe that do not fit into any of our neat little self-defined compartments.
I've found it best to simply enjoy the phenomena.

Interesting. Presuming it's not a hoax, the fact that it's blue makes me guess water vapor. Perhaps as temperature, wind, and humidity varies (even slightly) the lens and/or its enclosure starts fogging in different areas of the shot...sort of like binoculars when you take them outside, or your windshield. Then being at such close range on or so very near to the lens itself, the image is distorted beyond normal recognition. I'm just taking a stab, I dunno.

Not a ghost in my opinion,

if you look at the film carefully you will notice that while the camera focal length is fixed the blue shape remains the same size no matter where it moves to, it only appears to change at all when the camera is zoomed in or panned out.

However what caused it is another matter.

Main question about this 'ghost'. Has it been seen by the naked eye (in other words, without a camera)? If people have reported physically seeing it, then yes, they have some weirdness going on. If it has only been seen thus far via camera images, then you have a classic camera magnet trick. A magnet is brought in close proximity to the video camera body and as it moves around it creates a distortion in the video field.

Bugs on camera lenses darting back and forth, feeling around with their antennae also give me the chills. Nice visual effect, though.

Smurf Farts