I dont have and experience with ghost, but I have a friend who told a story about when he was little. He was in his bed, and in the corner of his room, he saw a little girl he didnt know. He covered his head with his blankets because he was scared, and he removed his blanket from his face, and the girl was about 1 foot away from him.
His dad works in this kind of stuff, exorcisms, driving spirits out of houses, etc.
Im kinda sketchy on the whole spirits thing, im going to have to do more reasearch and ask more questions.
There's a scientific explanation for that, and it can even be replicated in a lab.
Basically, it happens when you're brain is still partly asleep.
People who have this happen to them usually lose control of most of their body, but can still look around and such as the human body shuts down much of it's motor skills when you sleep to stop you from acting out your dreams and hurting yourself (night terrors).
When your brain is still not fully conscious, or fully asleep, you can see all kinds of weird shit, though many claim to see an old woman dressed in black that stands over them until they blink or look away.
Unlike lucid dreams, people swear that these things actually happened as they feel awake and they appear to be happening in the real world.
There's a lot of the paranormal that's got scientific explanations as a number of things can make you thing "oh shit ghosts!", such as variations in sonics, heat and air pressure, which can be caused by things like magnetic field variations.
I'm not saying that there's no way that they can't exist as I like to be open minded, but it's like how I do believe in alien life, but not in little green bug eyed Martians who fly across the galaxy in flying saucers to anal probe people and mutilate cows...
Many of the encounters can be put down to something more mundane (orbs are usually just dust and general crap catching light and showing up as something that looks more otherworldly).