Do you believe in ghosts?
That sounds like I'm hedging my bets but the problem is with the question. Most people who are not paranormal researchers believe that ghosts, if they exist, are spirits. Many serious experienced paranormal researchers, however, can find no evidence that ghosts are spirits at all.
There is certainly a phenomenon to explain. There are too many similar reports from reliable witnesses to dismiss ghosts as fantasy. The question is, what are they? Typically, a haunting will consist of a group of reports of odd happenings from a single location. These happenings might be unexplained noises or lights or smells. Object movement, including doors opening by themselves and things found in different places from where they were left, is common. A feeling of 'presence' is also a frequently reported phenomenon. Ghosts themselves, as in human (or sometimes animal) figures are much rarer.
It generally turns out that, on investigation, many of the reported phenomenon can be explained individually. An odd noise could be a creaking floorboard or the wind in a chimney or central heating cooling down. Lights might turn out to be stray reflections. A feeling of presence might be psychological (or even induced by a particular variety of weak, complex, varying magnetic fields). Misplaced objects can be a memory lapse and doors can be opened by draughts (see recent thread!).
If all of these things can be explained separately, where does it leave the haunting? If a witness becomes convinced, through one or more of these phenomena, that a place is haunted, they may start to interpret all odd events that occur subsequently as ghostly. They might even see a distant shadow, that happens to resemble a human figure, as a ghost.
It is important to note that all these phenomena are real! They are not figments of anyone's imagination. It is just that they are being misinterpreted in a ghostly context. That is why I believe ghosts are real. I just haven't found any evidence that they are spirits.
So why do people jump to the conclusion that a strange noise or light is ghostly?
Many years ago, paranormal researchers were impressed by witnesses who claimed no experience or knowledge of the paranormal. They were seen as unbiassed, enhancing their credibility. However, this claim can hardly be taken seriously, particularly nowadays. Everyone is subjected to a barrage of stories (fictional and 'true') in the media about ghosts. I find it difficult to believe there is anyone in the UK who does not know SOMETHING about ghosts (albeit wrong, if they got their facts from the media). Hence the widespread belief that ghosts are spirits! And hence the tendency to see anything 'odd' as possibly paranormal.