At the end of episode four, Ahsoka falls into the ocean, and it takes her to the mystical plane known as the World Between Worlds. There, she sees Anakin, her former master again. He tells her that he has one final lesson to teach her, and he takes her back into the past to the Clone Wars. He talks about how he had to teach her to be a warrior because she was a padawan during the Clone Wars, and he talks about how everything he was he gave to her, but ultimately, he still failed her by turning to the Dark Side. But Anakin's lesson for her is that she's not just a warrior, she is truly a Jedi, because a Jedi always chooses life.
Some fans think Ahsoka wasn't really in the World Between Worlds, and their interactions took place within her own mind. Also, though other dead Jedi have appeared as Force Ghosts (including most recently Liam Neeson's Qui-Gon Jinn in "Obi-Wan Kenobi), they usually have a more ethereal, ghostly quality than Anakin does here.
