Can I go back in Twilight Princess?

I was dropped off in front of Hyrule Castle as well after that final battle, but that was the GCN version (played on the Wii). You can go back I believe. I was always able to leave the castle and go back to the marketplace, or even the field, before and after defeating the final boss. Just re-trace your steps out of the castle. As for the freezing part, that happened in Zelda: Ocarina of Time as well. It froze a frame of the game and the words "Game Over" came up. Midna is supposed to be in Imp-form, yes. The game put you back before the final battle, so anything after that final defeat of the boss technically never happened in Link's world.