Psychopomp (also psychopompos) (n.). 1) In Greek mythology, a guide of souls to the place of the dead. 2) The spiritual guide of a living person's soul. [Greek psukhopompos, from psukhē "soul" + pompos "conductor."] Oxford American Dictionary.
Wikipedia has this to add:
In Jungian psychology, the psychopomp is a mediator between the unconscious and conscious realms. It is symbolically personified in dreams as a wise man (or woman), or sometimes as a helpful animal. In some cultures acting as a psychopompos was also one of the functions of a shaman. This could include not only accompanying the soul of the dead, but also vice versa: to help at birth, to introduce the newborn's soul to the world[.]