Dad: I'm pretty sure that Dad could see ghosts in his life. Miko inherited the ability from him either on his death, or else she already had it, but it only activated after his death.
The horse thing is basically his friend/guard dog/guardian -- and Miko needs something like that since she has no attack powers of her own.
Bot of the sisters also have their own "guardian" spirits. They both echo the girl's desires, though in different ways. Michiru's seems to be largely protective of her, though obviously it's potential attack is a threat to anyone that crosses Michiru.
Alternatively, rather than guardians, they might be possessing spirits.
(Generally Japanese tends to see spirits like this as (at least originally) arising from humans' own dark emotions -- though after they arise from one human they might infect (possess) another human.)
So, likely we'll get some indication of where these spirits (sisters' and dad's) come from.
Also, possibly get some resolution about Dad. (Passing on his powers/knowledge?) And maybe see Miko get a guardian of her own.