“DEAR Mr Lloyd,” began an anonymous letter I received in 2004. “Thank-you for your most recent article about South Park which has explained something that I have been wondering about since the 1950s when I had the scariest experience of my life exactly where you said that bridge used to be. After reading your article, I can only conclude that I must have encountered the Grey Lady.”

And that was it. No signature, no address, no explanation of the scariest experience of his – I examined the handwriting, and concluded that the author was male – life.

This week, I’ve received another letter – actually, ten years on, it was an email. It was from the grandmother of a pupil at Darlington’s Polam Hall School. Her grand-daughter had heard stories at school about the ghostly Grey Lady, and wondered whether I could explain.

By wonderful coincidence, tomorrow, as part of IncludFest – a family arts and crafts festival – I am leading a history walk in the park. I’ll have to include a stop at the site of the Grey Lady’s bridge.

Once, the park and the school grounds were part of the same estate, with the River Skerne running through it. There was an ancient footpath – the Lavender Walk – that ran the width of the estate, from Grange Road in the west to Neasham Road in the east. It is shown on an 1848 map, crossing the Skerne on a little wooden bridge.

In the 1870s, a financial calamity caused the break-up of the estate. Darlington council bought the eastern portion and began "ridding the land of an abundance of thistles and nettles and transforming the wilderness into a pleasure ground". The pleasure ground became part of South Park, and the work included straightening the Skerne and demolishing the Lavender Walk bridge.

But for the Grey Lady, the bridge remained. Whenever the mist was rising, she could be seen drifting over the water and across the grassy meadows behind Polam Hall.

I must admit, I never had the greatest confidence in this story. Even if ghosts do exist, there was little but vague anecdote to suggest that the Grey Lady was anything more than a meteorological phenomenon.

Until I received the anonymous letter.

So I dug a little further, and found three sentences in William Longstaffe’s 1854 history of Darlington. “Wherever a person comes unfairly by his death, his unhouselled soul lingers round its ancient haunts,” he writes. A white figure, headless, has been seen in open daylight come out of the door of an embattled cowhouse behind Polam, walk leisurely round it, and disappear past its corner. It is said a man hung himself there.”

So we’ll see what we can see on Saturday. I’ll meet you at the Fothergill Fountain at the park’s main entrance at 1.30pm. If you dare. And I’m sure you do.

INGLEBY ARNCLIFFE’S nodding stick appears to be unique. It is a 9ft pole behind the pulpit in the church. Apparently, if the vicar spotted someone falling asleep during his sermon, he would bop them on the head until they awoke.

I haven’t heard of any other nodding sticks since I mentioned Arncliffe’s a couple of weeks ago, but Bill Bartle of Barnard Castle recalls the wife of a vicar who regularly fell asleep during her husband’s sermons. His response was: "Bless her, if she can't be relaxed in God’s house, where can she be?"