From the Sitting Bull Wikipedia page. He already had a reputation for defeating Custer and defying the United States.
As for the Ghost Dance movement:
He was killed by Indian agency police on the Standing Rock Indian Reservation during an attempt to arrest him, at a time when authorities feared that he would join the Ghost Dance movement.
As for the Ghost Dance movement:
Ghost Dance - Wikipedia
en.wikipedia.org
The Ghost Dance was associated with Wovoka's prophecy of an end to white expansion while preaching goals of clean living, an honest life, and cross-cultural cooperation by Native Americans. Practice of the Ghost Dance movement was believed to have contributed to Lakota resistance to assimilation under the Dawes Act. The Lakota variation on the Ghost Dance tended towards millenarianism,[3] an innovation that distinguished the Lakota interpretation from Jack Wilson's original teachings.