UDP packets are useful for many applications where speed is more important that reliability, such as streaming media, VoIP, and many online games. As such, one ought not block all UDP traffic.
Now, as with all forms of network traffic, whether or not a particular UDP packet is safe depends entirely on the context of the packet. If a malicious program is using it, then the packet is likely unsafe and should be blocked. If, however, the context is that of an online game then you certainly wouldn't want it to be blocked.
So, the answer to you question is largely dependent on what the context of the packets being blocked is. I am unfamiliar with Ghostwall but every firewall app I've ever used logged its activity somewhere. Try to find out what packets were blocked and why from the log.