So basically each of the main characters (pure auras) have a trainer, which is like the previous guardian of the same colour aura that came before them. trainers always appear in this ghost-like state.
the difference is, each m/c kinda decides whether or not they want to see their trainer. for example, the first time Midori saw his trainer, he was, i guess, terrified? to find some random person in his room, and in his mind, told himself she wasn't there and used his will to wish her away. Even though the previous Blue is still there (judging Midori and his weeb-ness), Midori cannot really see her; his mind has told him that she ceases to exist.
Weiss, however, is dependant on her trainer (also the audience needs information from somewhere lol). She can basically will him to her side whenever she needs it, to ask questions and get training tips and the such.