My hosts from Mykonos told me the story that happened some 30 years ago.
There was a belief that the ghost is visiting one of the churches, and the kids were frighten to pass next to it.
A reasonable woman decided to prove them wrong, so she entered the church. But, suddenly... Something possessed here, she was trapped and she couldn't move. She screamed, tried to run away, and accidentally fell to the ground, hitting her head and unfortunately died.
Actually, her dress has been caught on a nail and she started panicking :(