I have done this kind of thing before. It has always turned out to be an interesting experience. Spirit friends are fun to have around. Just don't let them get in the way of your life and you should be fine.
If she seems friendly and has offered no threat or harm to anyone, why not let her hang out with you? She may notice things you don't...she may just hang out and talk to you telepathically. If she causes harm later...just deal with it later.
My opinion is, let's give everyone the benefit of the doubt...including spirits. Some of them have been my best friends. Some are very cruel. Just be careful and as long as nothing seems harmed by her presence, have fun. Try going out and doing fun stuff with her. Try anything you want. She's your friend, that's what friends do.