That's why I have this thing following me around and I can't do anything with it.
It's plainly annoying, is there a way to kill the thing?
I believe that the DLC Installed checkbox on your library page is currently not working, Lora remains installed regardless.
But he should be easy to kill, it happens to many people completely by accident and after hitting Act 2 you can probably Source-Vampirize the ghost which follows you.
