One additional thing to mention was this actually was a bootleg copy, as genuine copies of games are practically unheard of here. Looking back now, this has the makings of a creepypasta. It was still a creepy, but cool experience. To our disappointment, we later found out that this was actually a common occurrence if you mess around with the time portals early in the game, but at the time we didn't know any better. There is also the added bonus of constantly draining health as this character, so we thought that the game had become "cursed" (this was long before creepypastas were a thing).
It was far too detailed to be considered a missing textures type glitch. My cousin and I were startled when this happened, because we had no idea what this thing was.
In case you didn't know, this series has time travel as a gameplay mechanic and plot, so he would eventually become the Wraith in the later chapters. When I loaded the game after making some progress, the player model was swapped out for another one that the Prince would later changed too, except it was the Wraith. This was in the earlier chapters of the game. In my case, this happened to me in Warrior Within when I was in High School. Has any experienced a glitch where your player model would suddenly change to another one?