The Graveyard Book/WMG

The Lady on the Grey is named Susan.
She is clearly implied to be Death (and if you're wondering why Death's name is Susan, check out the Discworld pages--to make a long story short, Susan is Death's granddaughter). Her first role in the story is to urge the ghosts to take care of Bod; Susan is a teacher, and seems to have a fondness for children, or at least a desire to make sure they are taken care of. And there is no mention of her name in the book, so there's no reason it couldn't be Susan.

Bod's original name was Jack.
Because irony says so.
 * And it would make sense...
 * Bod - whose real name is Jack - is called this because his father is called Jack, who is a member of the Jack Of All Trades, and he wanted his son to join up too. Then he betrayed the organization, resulting in the death of (almost) his entire family...

Jack Chick is a member of the Jacks of All Trades.
This explains the secrecy about his life--he doesn't want Silas, Miss Lupescu, and the Honour Guard tracking him down.

If there ends up being a sequel...
... Coraline will at least cameo in it.

The Graveyard Book is set in the same world as Harry Potter.
Which would explain ghosts. Bod's actually from a wizarding family, but he was never really trained properly, so most of his talent isn't realised. He is, however, taught to be skilled in legillimency by his ghostly guardians.

Why don't the rest of the ghosts realise that he's a wizard? Except for the witch, all the ghosts are muggles, and the witch is either blind to it, doesn't care or is capricious.


 * Except that Nearly-Headless Nick says that only witches and wizards can become ghosts.

Bod is a descendant of Alice Liddell.
I always thought it would be cool to ship Alice and Bod. However, they're too far apart in time for that to happen. However, I think there's something very similar about them, especially in the illustrations (interesting fact: illustrator Chris Riddell is quite fond of the Alice books). Their eyes especially, have that same look about them.

The Lady on The Grey is another name for The Lady of Fate
Also, Miss Lupescu is a Silver Fang.