Basic story idea:
A man has two much older half sisters. Their father abandoned them when they were very young, and they arguably turned out to be worse for it, and always wanted to meet him at least once. Their father died at a very young age, suddenly, 4 years before The Man was born. The only time his sisters saw their father in the flesh was when he lay in his coffin. The Man's father only dated his and his sisters' mother because their father was dead; If he was alive, The Man would never have existed.
The Man somehow goes into the past (either he dies and is allowed this, or a wish, or something) and makes two visits: One to his sisters when they are young children, as he always wanted to see them as children. He makes an impression. His second trip is to the week before their father became sick with what would kill him. He goes and tells him his daughters need him, they need to know him, and he warns their father of what may come, thereby saving his life.
In turn, the Man begins to disappear and fadee--because of his actions, his sisters' father will live on past what would've bee a premature death and his sisters will know their father, but in turn, he will never exist in their lives; They will never know him. He will exist only as a shade; simply a bending of the wind like unto that of music wafting on the air. A spirit hovering in the clouds above, but never able to draw near.
The epilogue is the sisters older, sitting talking about childhood memories---And they recall this strange, solemn and sad seeming man who they remember from their youth, who somehow appeared to them to be so familiar and intriguing, and then they dismiss the memory and the odd sense of melancholy it invokes as being "just an odd little memory."