In my game #36581829 (I think), which included Way of the Turtle, I played Ghost and it found a Coven. At the start of my next turn, the Coven's main effect was automatically played (1 Action, 2 coins, and Rattington exiled a Curse). Then it gave me the option of playing it again or Turtling it. But if I'm not mistaken, it should have given me that option the first time around as well, yes?
In the case of Coven specifically there's little reason not to let it play once before using Turtle (if that's what I wanted), but I imagine there are other cards you would not want to play even once, just Turtle immediately (with the second play from Ghost being lost, I assume, due to lose-track).