Not sure how this helps, but here are a couple of thoughts. For years now we have been de-sensitized to things based on movies we have seen. I am not totally sure how our brain works, but perhaps a bit of imagination, combined wtih a bit of confusion (early hour, just waking from sleep, catching something out of the corner of your eye, etc.) our minds seek to make explanations of things because we just cannot have something unexplained in our head. This is a normal reaction, and one proven by psychologists over and over.
Often times in my own life I have had the sudden chill bumps and have felt that something is watching me, or following me, to which I give instant praise to God and suddenly those feelings leave me. Now, is this something trying to haunt me and they are repelled by thoughts of "goodness" from God? I don't know, but I do know that my faith and trust is not in ghosts, but a living God.
I have never seen a "ghost" so I cannot lend totally weight to whether they exist or not. I have often thought of several explanations on this to try to reason things out and have never really come to a totally explainable reason for things. I am certain that when I die I will be in the presence of Jesus Christ and do not see myself coming back to haunt anything or anyone ... but I guess following that logic, perhaps those who do not go there could logically become "ghosts".
With that said, I offer this: When my daughter was young, about 2 I think, we were playing in the living room late in the evening and she said "Goodnight Sue Sue" just out of the blue and pointing towards the other side of the room. My daughter is named Nicole Sue after my Aunt Sue, who died when my wife was pregnant. When she said this both my wife and I thought this was weird and I immediately went for the photo album, and since she loves to look at pictures this was a fine activity. She loved to point out pictures of "the baby" (herself) so we went to looking.
When I came across a picture of Sue she pointed to her and said "Sue Sue", which is what I used to call my Aunt Sue. Never can I recall telling her this, as this was a term of endearment that I called just her. Now, at 2 years old did she see her? Did my aunt come to check in on us? I don't know, but her calling out her name out of the blue was VERY odd, and something I will always remember.
Edit: I could not find this earlier (I did remember it) but have just relocated it. Taking my faith into consideration now (I was not a believer when this earlier experience happened), one could assume there may be ghosts. However, while seeking a biblical explanation sometime ago - here is one article which completely puts to bed the idea of ghosts even being possible.
http://www.geocities.com/brandplucked/ghosts.html
Remember! This is just one person's opinion on the matter, so don't jump on me for quoting it. Anyway, take your pick ... you can easily be on either side of this.