I'm probably missing something too.
Okay, according to the walkthrough that you are following, here is the sequence about the owl stealing the diadem:
Go to the bridge between the north tower and the library. The owl will steal your diadem and whoooosh, flies directly into the wall (make a mental note of the exact spot where she vanished!). Follow her and meet the ghost of Nightingale, one of the founders of the Dragonvale Academy, in front of the holy hall (9). Ask every question.
So, apparently you need to follow the owl, and you will end up in front of the holy hall, where you speak to the ghost of Nightingale. If you have a saved game prior to the owl stealing the diadem that isn't too far back from where you are now, maybe you could try replaying the game before that pesky owl comes along and then try to follow the owl? Alternatively, you could try to go to the holy hall and see if the ghost is there.
And maybe someone else will come along who has some better suggestions.