This cache is part of the 'Spooked' series, a series of caches at creepy feeling or supposedly haunted places. Obviously you don't need to believe in ghosts to be able to enjoy the caches.
From the Paranormal Database:
Location: Hathersage - Sicklehome Hollow, between Hathersage and Bamford
Type: Haunting Manifestation
Date / Time: Unknown
Further Comments: A phantom white horse is said to roam the area, but is only visible to those with second sight.
The cache is a micro so please BYOP, only quickly grab the cache from the layby DO NOT park up there though. Please use stealth - there are houses overlooking GZ and please replace as found, all the way in and secure. No need to go anywhere near the wall.