The Star Ghost

From Memory Beta:

Terrible danger!

While living on Deep Space Nine, Jake Sisko has seen a lot of strange things. After all, his father, Commander Benjamin Sisko, has opened the space station to every lifeform who passes through this sector of space. Ferengi, Bajorans, Cardassians, Andorians, and Vulcans all stop at the station before passing through the Bajoran Wormhole, a gateway to the distant reaches of the galaxy. But when Jake's Ferengi friend, Nog, says he's seen a ghost, Jake doesn't believe him.

Then a shimmering figure with glowing red eyes appears in Jake's quarters... and Jake is convinced.

Jake must now follow the mysterious figure on a dangerous mission to the depths of the station... where Jake himself must become a ghost in order to save Deep Space Nine!