No. If you discount hearsay, things people recount that happened to them as small children or suggestible teenagers, when very tired or half-asleep or spooked by a new house or isolated environment, when they were primed to expect something paranormal because they were in an old house/graveyard/somewhere they’d been told was haunted/ghost tour, obvious instances of sleep paralysis, animals behaving like animals, babies waving at thin air, coincidence, a human desire for pattern, meaning and for loved ones to survive death — then there’s not much left to be puzzled by.