This is a game about a ghost. He’s pretty pissed off (which explains the “Avenging” part of the title), so he goes on a rampage, possessing the bodies of the various goons around the game’s levels, and using them to off their mates. Much like Kirby’s “swallow and transform” ability, our little ghost takes on the abilities and weaponry of those people he possesses, which can range from standard guns right through to rocket launchers and baseballs.
On the other hand, the baseball dude is awesome with good jumping ability and a weapon that can bounce around corners, rather than just fire in a straight line; this is especially useful for some bosses which themselves fire projectiles in a straight line.