After death, the Jedi's spirit would go to the Netherworld of the Force, another realm of existence. Despite not being physically part of a Jedi's body, cybernetics could also vanish if attached to a physical body, as was the case with Luke Skywalker, whose cybernetic hand disappeared alongside his body when he died.
This state was temporary, as Force ghosts were an intermediate state between life and afterlife; after a certain amount of time, they would then have to move on to the Netherworld of the Force, another realm of existence.
This implies that Force ghosts are not actually immortal, in Legends at least. While Obi-Wan's Force ghost faded away after 9 years, Luke's Force ghost appears to Cade Skywalker much longer after his death.
Force ghosts only appearing to Force-users makes sense on a thematic level. The ghosts are said to comprise entirely of Force energy - sentient manifestations of the mysterious, unseen energy the Jedi wield. It's logical that only those who can use the Force themselves can see the spirits it creates.
Upon becoming one with the Force, the physical body of a Jedi vanished from existence either immediately or after a short period of time, leaving their clothes behind. After death, the Jedi's spirit would go to the Netherworld of the Force, another realm of existence.
The closest that Star Wars canon has come to naming who trained Yoda was revealing that Jedi Master Qui-Gon Ginn was the one who taught Yoda to become a Force Ghost and attain immortality.
These characters include Ahsoka Tano, Kanan Jarrus, Luminara Unduli, Aayla Secura, Mace Windu, and Adi Gallia. While those mentioned have never appeared physically as a Force ghost, their Force connection with Rey can surely be classed as a Force ghost appearance in Star Wars canon.
Star Wars has officially confirmed Sith spirits are in no way comparable to Force Ghosts. The idea of Force Ghosts runs all the way back to the first Star Wars film released in 1977, in which Obi-Wan Kenobi allowed himself to be cut down by Darth Vader.
In material that is now considered Legends, Qui-Gon is even described as a Gray Jedi. Additionally, the term has also been applied to Force-sensitives who aren't affiliated with the Light or Dark side of the Force. Quite literally, these Gray Jedi don't see things in black and white, or light versus dark.
We are led to assume this as in TCW Qui-gon admits his training was incomplete. He could only appear on Mortis, anywhere else he could only be a disembodied voice. Wait, if he hasn't completed the training, how did Obi-Wan?
Summary. The ending of The Rise of Skywalker sees Leia as a Force ghost, but it's never explained how she was trained to do this after her death. Leia's ability to become a Force ghost isn't far-fetched, as she had three Jedi Masters who could have taught her - Luke, Obi-Wan, and Yoda.
Force Ghosts only speak when a Jedi needs guidance, and since Anakin didn't say anything to Ahsoka, she no longer needed his help. It represents Anakin passing the torch to Ahsoka, as his story received closure thanks to their meeting in the World Between Worlds.
George Lucas similarly could have added Qui-Gon Jinn to the Force ghost mix if he deemed him an appropriate inclusion. However, Qui-Gon Jinn played no part in the original trilogy whatsoever, so having him appear would have been entirely out of place for the story.
Summary. Rey received guidance from the voices of past Jedi, including Obi-Wan Kenobi and Anakin Skywalker, who encourage her to rise and defeat the embodiment of evil. Ahsoka Tano's voice reached Rey through the Force, suggesting she must have rejoined the rankes of the Jedi before her death.
Leia's Force abilities and her lack of awareness of her true identity also contributed to Vader's inability to sense their familial connection. Vader's denial of Anakin Skywalker's legacy and his fear of getting hurt again prevented him from realizing the truth about his children until later in the original trilogy.
However, unlike the Sith, who wish to live and hold their power for eternity, immortality through the Force is different. Qui-Gon knew it. He learned it from the Shaman of the Whills, who taught him that becoming a Force Ghost requires a person to be entirely selfless.
His connection to the Light Side was too strong, and indeed, his willingness to follow it over the dictates of the Council made him far more dangerous to Darth Sidious' plans.
Why didn't Mace Windu showup as a force ghost? Qui Gon died before he could finish his training so he can only appear as a voice and not a physical form. Mace Windu never studied or trained in that aspect of the force.
