I don't believe in ghosts in the sense of the spirits of people who have died, and I think most of the time, when people think they have seen a ghost, there is a rational explanation. Our minds can play tricks on us very easily.
However, there are instances that can't be explained rationally, and I do believe there is a spiritual world we can't see and that we ignore, or play around with, to our peril. C.S Lewis said, and I agree with him, that the Devil's greatest achievement is convincing people he doesn't exist.
So, I don't believe in ghosts but I believe in angels and demons. I believe angels can help us and someone might misconstrue that as a ghost. And I believe demons can deliberately masquerade as ghosts.
My story: I went through a phase of using psychics/tarot cards/crystal pendant. I often felt uneasy using the tarot cards, but they did, usually, get it right. I can't explain their being repeatedly right other than some supernatural cause. I also had a longstanding phobia of demonic possession that I couldn't shake, but that often kept me awake at night, and that had got worse after I got into the occult.
I then spoke to a psychic who claimed to be speaking to my dead grandma. The psychic knew things she couldn't have guessed and couldn't have found out on the Internet. But she also got my grandma completely wrong. She said my grandma wanted me to continue with the tarot. My grandma was a committed Christian and I know she would never, ever have said that. I had a moment of clarity where I knew 'you're not speaking to my grandma, but you're speaking to someone/something'.
From there, long story short, I contacted my vicar, went on an Alpha course, became a Christian. On the night I made a commitment to be a Christian, there was so much supernatural activity in my house. Someone or something really did not want me to make that commitment. But as soon as I did, it stopped and it has never returned. That was three years ago.
Believe me or don't believe me, but it's the truth and that's why I believe what I do.