I believe in ghosts. I'll admit it. I believe some (but not all) stories have something behind them, something which we don't understand. I've heard a lot of different theories, like personalities being caught in some kind of electrostatic ether after death, like some kind of spiritual cloud download. I've heard theories that hauntings are actually some kind of perceived time slip, allowing us visions of the past or future. Similarly, there's the theory that we're glimpsing alternate dimensions or timestreams.
I've got my own theories, although they're probably not original. I believe there are three types of hauntings.
First and most common are residual hauntings. I think of them like recordings, bits of the past which somehow end up imprinted on a building or piece of land. These are the ones where people see a lady in white or a Victorian gentleman walking down the stairs or across the garden. One thing I've noticed in the ghost stories I've read or heard about is that you rarely see hauntings of this type where the "ghost" is from before the 1800s. This brings me to the second part of my theory, that these recordings eventually get worn out or overwritten. Sooner or later, a residual haunting will fade.
The second type of hauntings are where the ghost is able to interact with people. Stuff gets moved around, voices respond to questions or comment on what is happening or the spectre or apparition reacts and communicates with people in the present. I believe these are the result of people getting trapped in this world after death. These spirits seem to be desperate to communicate with us, which makes me think being a ghost is not a great experience.
The third type of haunting are spirits which don't seem human. Maybe there are other types of non-corporeal entities or maybe they're older human spirits which have gone insane after years or decades of being trapped between worlds. Both options are interesting to me and ones I'm looking forward to exploring.
I don't assume that all ghosts are malevolent or out to scare people. One of the most touching stories I ever heard was of a family who used their ghost almost like a babysitter. They would hear their young children laughing to themselves and when they got older, they said they were laughing at a man who used to come and make funny faces at them. The mother was convinced it was her father, who had passed away some years earlier but had always looked forward to having grandkids and was great with young children. She believed he'd come back to or hung around so that he could spend time with his grandchildren. She said it made her feel better to know he was keeping an otherworldly eye on her family.
I think we're arrogant to believe we have all the answers. People have believed in life after death and ghosts across all cultures and throughout all of recorded history. I refuse to believe it's all part of a comforting delusion.