I believe in "brain ghosts". I believe that people experience things that to them are so weird that they feel inclined to believe in ghosts.
My interest in psychology has led me to try and understand these things as false/incomplete interpretations of the world by of our minds, as there are so many effects that have been studied - optical illusions being perhaps the best and most obvious example of how our brains are incapable of perceiving reality objectively - so I simply believe ghosts and whatnot are yet another rationalization for something we perceive that our brains try to make sense out of.
(That and the issue that ghosts have no scientific explanation to support their existence in any way.)