This is not a personal experience but one I heard many times like a child, and still hear occasionally during family reunions, it happened to my maternal grandmother, Bueli, many years ago.
The proper time after getting married, my grandma gave birth to a little girl whom happened to be an only child for almost five years. Unfortunately she passed away after a short illness. Although both my grandparents grieved deeply the loss of their child, Bueli took it harder and would go daily to the cemetery and kneel by her daughter's grave crying and talking to her as if she were still alive.
She would ask if the little girl was cold or if she felt lonely, and would cry for several hours and go home just to come back the following day and do the same routine.
This was Grandma's life for several weeks until one day when she saw from the corner of her eye a little girl wearing a white dress, walking towards her direction. She didn't pay attention to the child thinking that she must had wandered away from a family visiting the cemetery, besides being so centered on her own grief.
But then the girl said something that made her turn her head only to see that she was nowhere to be seen.
The words she said were " Mama, no puedo irme mientras estes llorando... Por favor dejame ir" ("Mom, I won't be able to leave if you keep on crying... Please let me go").
After hearing these words and even though she didn't see the child's face, she came to the realization that the girl was her lost daughter telling her that her sorrow was holding her back and decided it was time to move on, she understood that even if the pain of losing her child would never stop, she couldn't spend the rest of her life at that cemetery. She walked away and would visit her daughter's grave only in special occasions.
Later in her life, my grandma gave birth to nine more children, out of them only five reached adulthood. I know Bueli grieved the loss of all her children during her life, but the words of the girl at the cemetery helped her to believe that death was not the end and gave her hope that they had gone to a better place.