You could make the ghost itself darker. That would probably look best if the ghost were in a night-time scene though, where being darker would make it look transparent, I'm not sure how well it would work as a sprite without context.
You could perhaps make the triangle a little bigger so it can have its own shading, but that would probably look odd D:
Ah yes, after taking a quick look at some illustrations on google, I see that the triangle is always higher! Thank you for your advices!
I did find a few images of that formless ghost with the triangle on the web.
Any idea of how I could use a white triangle while keeping the ghost white too?
At first, I thought the triangle headband was a bikini on the ghost's head. I think it's because it's not the usual white in colour, and because the top of the triangle tangents with the top of the ghost's "head", making it look like it conforms to the shape. I'd move it up or down a little to get rid of the tangent.
And this is more of a nitpick, but I think only human-shaped ghosts wear the triangle, formless ghosts do not (probably since these days the triangle is just visual shorthand for ghosts, and the formless ghost is already pretty clearly a ghost).
Cute