God of War

There are 5 Wayward Spirits that you will come across during your trek across the Lake of Nine. They will task you with various quests such as defeating sets of Helwalkers, destroying Thor's statue, etc. Once you complete the task, you will have to speak to the spirit who gave you the quest to lay them to rest.

Here's a video (thanks to HarryNinetyFour) that will help you find where they all are.