Upon death (or shortly beforehand, when a person's life is said to flash before their eyes), the memories and personality of a person form a ghost-like entity, separate from the person's soul. Over the next three days or so, post-death, the memories and all slowly filter from the soul into the 'ghost', culminating in the soul departing this world for the afterlife and the 'ghost' lingering around the corpse. It is due to this period of transference that a fresh corpse can not be raised as a zombie, since zombification involves forcing the 'ghost' to reattach to the body. The same 'ghost' is what animates a vampire, also resulting in a vampire's "larval stage" where it takes three days for the body to rise.
Since the soul has been stripped of all of its living memories, it has no more recollection of its previous mortal existence than a living person has of themselves pre-conception. As such, the souls of the departed (virtually) never return to the mundane world. Only after the soul's unburdening and departing, can the departed's ghost possibly manifest.
Since the 'ghost' is created when the person realizes that they're going to die, and not actually at the moment of death, neither a ghost nor a zombie can actually recall the details of their death. Those who die to become a vampire do recall their deaths, since they believed at the time that it wasn't actually a final death.