I don't believe in ghosts, as in "dead humans hanging around", but I do think that we don't fully understand our world and that things existing in other dimensions that we can't fully perceive may sometimes have an effect on our world and cause things we can't fully explain.
I used to live in a lovely old building, a huge mansion that had been broken up into several huge flats. Massive rooms, high ceilings, set back from the road with a private car park and garden. The rent was insanely cheap for how nice the flats were. I loved that flat and lived there for 5 years.
I also had depression during that time, and frequently had nightmares about someone trying to break in. The same dream every time, I'd be trying to close my front door with someone else on the other side pushing bag against me and banging on it. If I managed to "close it" the door would swing through the frame like it was double hinged and then I'd have to swap to pulling it closed. I'd get stuck for hours swapping between pulling and pushing desperately trying to get the door in the frame long enough to turn the locks.
After a couple of years my depression got worse, I started hearing voices and hallucinating, and ended up under outpatient psych care. My mental health got worse, and so did my physical health, and I started to need a wheelchair to get around. Since my flat had a few stairs leading up to the bathroom and bedrooms (built on a steep hill) I decided to move.
The dreams stopped immediately. So did the voices and hallucinations, and within 6 months of moving I was off my antidepressants and antipsychotics and discharged from my psych team not much longer after that.
I've never had any mental health issues since then and it's been well over a decade. I only moved a couple of streets away to a step free (much smaller and darker and more expensive) flat so it's not like I had the benefit of getting away to a new area and a new daily life.
I've refused to set foot in that old building since. The owners struggled to retain tenants and ended up selling it to the NHS to use as an assisted living facility. I'd be very interested to see the patient notes for people in that place and see if anyone else had similar issues.