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HOW COME MYRTLE IS A GHOST?
-really, how come?-
I think that Potter4President answered this one... you don't need a horcrux to be a ghost, you just have to fear dying.
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Did she kill someone in the school, who then? Was that why she was crying?
Since it wasn't a horcrux, she didn't need to kill anyone, nor do I think that she would have for any other reason. She was in the bathroom crying because Olive Somebody-or-other was making fun of her glasses.
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When did she die? Did she meet Voldemort in her youth and got murdered for Voldemort's first horcrux??
She was in school at Voldemort's time, but there is no mention as to whether or not she actually knew him. She was murdered by the basilisk when the Chamber of secrets was first opened. Tom Riddle let it out into the girl's bathroom where she was crying, and when she opened the stall door to see what the sound was, she came face to face with it.
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Can other people split your soul and put it in an object for you? Can you by accident leave a mark of yourself, thus explaining how Myrtle did? Can you "switch souls" (like swap, for example like if Voldemort swapped a part of Harry To put his in Harry's body)? Can you transfer your whole soul?
Only JKR knows these for sure.
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Can a pensieve be a horcrux because surely Dumbledore killed and the pensieve would be a mark?
I'm not sure what you mean by a mark, but I think that any object can be a horcrux. Dumblefore, however does not have a horcrux, as it is Dark Magic that he would not do, he was not afraid to die and thought death was the next great adventure, and JKR has said that he is definitely dead.
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How come the portraits are people "stuck" in a picture, can the portrait of people be a horcrux?
Portraits are the imprint of a person who once lived. There are theories that portrait painters use magic paint and some part of the person like hair to give it the person's memories and some degree of their personality. (like the hair did in the polyjuice potion.) It is not the same as being alive or being a ghost, the person is dead and their soul has moved on.
I think that I got all the questions that you had... hope it helps!