At the end of Star Wars Episode VI: Return of the Jedi we see Anakin Skywalker's Force ghost join Obi-wan and Yoda. Given the comments made by Kylo Ren in Episode VII: The Force Awakens when he asks for his grandfather to 'show him again, the power of the dark side', can a Force ghost exist of Darth Vader when there is already one of Anakin or has Snoke been tricking him to keep him a loyal subject?
I don't believe that has anything to do with force ghosts. Rey has the power to pick up psychic impressions from objects. It's why she freaks out when she first touches Anakin and Luke's lightsaber, and I believe it's why she's an awesome pilot while sitting in Han Solo's pilot seat and why she enjoyed wearing a fighter pilot's helmet left over from the Battle of Jakku. Kylo wasn't talking to Anakin. He was talking to Darth Vader's helmet. I would theorize that he can do the same thing Rey does and he's trying to soak up the feeling of total confidence and power that Anakin had as Darth Vader. He found it inspirational.
While I don't believe that the Sith have force ghosts, it makes no sense for Vader to have one. As he was redeemed on DS-2, by Luke, he no longer existed as Darth Vader. He only existed as Anakin Skywalker, in spirit. The Helmet, however, has no value whatsoever to the force. As we see the facility where Darth Vader is made how we know him in episode 3, we can realize that there were no force components to his suit (this can be inferred by the fact that the droids are handling the suit). Therefore, I would state that Snoke was just pulling Ren's leg, and that there is no value to the helmet itself.