Learn English – Ourselves vs us

If there are any gender cues (e.g. man in The Headless Horseman) then you should certainly use he or she.

If you don't consider the ghost as being like a person, use it.

If you think of the ghost as being like a person but you don't know the gender, follow the rules for people of unknown gender: use he, he/she, they or the ghost.

The only significant difference is that self-inflicted implies a physical injury, whereas self-imposed implies only hardship. Both are invited.

self-imposed: imposed by oneself on oneself; voluntarily assumed or endured; voluntary, of one's own free will or design; done by choice; not forced or compelled; e.g. self-imposed exile

self-inflicted: of a wound or other harm inflicted or imposed on oneself; of an injury having been inflicted on oneself by oneself: died of a self-inflicted gunshot wound.

You may need a more passive adjective to make the distinction. For instance, you might say that some sorrows are endured (they come from without but are tolerated and suffered by the victim) while others are encouraged or self-inflicted.