Billy Michaels is "The First Born Son" in the film Thirteen Ghosts.
The First Born Son is the ghost of Billy Michaels, a boy who loved cowboy films. One day, a neighbor found a real steel-tipped bow and arrow in his house and challenged Billy to a duel, with Billy using a toy gun. However, his plaything was no match for the arrow, and he died when the neighbor shot it through the back of his head. In death, Billy is in his cowboy suit, holding a tomahawk, with the arrow still protruding from his head. His ghost whispers "I want to play" or "play with me."