You're a knight fighting ghosts (white) in a ghost castle and you need to save a girl I think her hair is white and she is white too (kinda pale I think) It's probably in ps1 or ps2.
This sounds like it could be Ico on PS2.
Here's Ico, the player character, and Yorda, the girl you need to rescue. Ico isn't a "knight" exactly, but his horns and headwrap look a little like a helmet:
Most of the gameplay is about escaping from a huge castle together:
The only part that doesn't fit is that the ghosts are black shadows, not white:
Super Ghouls 'N Ghosts?
Since you mentioned PlayStation 1. Possibly Super Ghouls 'N Ghosts (aka Cho Makaimura) ?
The woman you save has blue hair (and not white), but she is caucasian and wears a white dress. You do play as a knight in armor and travel through a castle to save the girl.
Here is a gameplay video.