Wraiths are spirits that fight Coen. The most dangerous ones appear in the final fight with Brencis, where red wraiths flank you while he holds the centre.
Wraiths come at you from the edges of a fight, usually alongside a stronger foe. Before patch 1.1 some would not leave combat cleanly, which the update fixed.
Clear them quickly with a crowd-clearing ability so you can focus on the main threat. Keep your back away from open flanks.