I retired in late 2019 and got my first PCP, a Prod, shortly thereafter. I have 5 now.
Sounds like you have your gun, compressor and bottle. I hope you did not get a SCUBA bottle (diving tank) but instead got a SCBA (fireman's tank, carbon fiber outside). If you happen to have a SCUBA it could be useful but they have a much lower fill pressure and they are, by design, heavy.
Anyway, JSB heavies are a standard go to and your Ghost should be able to get them going pretty fast. FX 34 grain are made by JSB and are very similar. My 25 caliber P35 likes JSB MKIIs and seems to like FX about as well (maybe better). FX are typically a couple dollars less per tin. A simple domed pellet like these will penetrate the best which you may need on a big coon or possum. For a squirrel they are overkill but they aren't going to do much running after a solid hit. I tune to get them going 800-900 fps. Some shoot faster but others report stability issues, especially in the wind. If your Ghost does not seem to like one of these 34 grain pellets you could also try a H&N Baracuda which is 31 grains. My 177 and 22 P35s like them better than the JSBs I've tried. I'd start with these and possibly the 25.4 FX or JSB pellet and let your gun decide what it likes. You may find your best accuracy requires a little tuning and associated velocity change. I have not found that my guns preference in pellets has been changed by a retune of the gun. Pellets they like at lower power they also like at higher power. But group size may improve by changing the hammer spring and/or regulator setting. I'd start with find a pellet your gun likes and then experiment a little.
You may want to try slugs at some point. They should help with wind drift. I have not found any for any of my 5 PCPs that shoot better than their favorite pellet. But aside from accuracy you have to remember that if they expand penetration will be significantly less. On a squirrel it won't matter at all. But on a 30 lb coon, the slug may not penetrate deep enough.