Creep.

"What I will say, I will not tell thee now,
Lest that preserve thee; and since my love is spent,
I’d rather thou shouldst painfully repent,
Than by my threatenings rest still innocent."

The speaker is a ghost, hence the eerie tone throughout the poem. I can also infer that this woman that he is watching has wronged  him;moreover, she murdered him. She has found a new man and the ghost is not happy about it. The ghost haunts her. Call me crazy, but I think that there is no ghost and the ghost is just symbolic of her guilt. Guilt keeps her up at night and will not let her be happy with her new lover. Coldsweats are described so I think that no one knows that she murdered him. She is extremely paranoid about the truth getting out, and the guilt ghost is playing on the paranoia. The guilt ghost will eventually convince her to turn herself in.