People can believe in ghost or some call it spirits. In some cultures and religions they are either good or bad depending on what is haunting you or causing you discomfort. In Christianity, the bible tells of good and bad spirits, some of them are from heaven and others from hell. The reason that you might feel scared is because there is a great unknown presences that you don't know what there intent is. if there is bad things happening because of the "ghosts" then hire a priest to get the bad spirit out.
"There's a fascinating psychological reason behind your belief in ghosts<span>. Halloween is a time to celebrate </span>ghosts<span>, vampires, and everything supernatural. ... More than a third of </span>people<span> surveyed also said they </span>believed in ghosts<span> or spirits returning from the dead."</span>