I don't believe in ghosts, but I do believe in good/evil spirits (who I think try to imitate ghosts).
I once was meditating, and had realizations about how off the hook I had lived for awhile (uni). I was determined to be better. Then the room got cold, and I sensed something dark and vicious in the room that was trying to spook me (it almost worked lol).
When I was a kid I was reading about telepathy and decided to try and send my sister (sleeping in another part of the house) a dream.
The next day we were going on a trip and I forgot about the telepathy. I was sitting in the car waiting for parents when my sister said "I had such a strange dream last night" and she began to describe a dream that was exactly what I was trying to send to her. I decided I had no power of telepathy and something was trying to make me think I did.