It's still a mystery. For eg. We say we saw someone in our room at night, but what we don't realize is that it might be what we call as sleep paralysis. Behaving like someone else can be a cause of multiple personality. and etc. But........ My uncle once told me what he experienced. It was before I was born. He was coming back home through the only pitch road of our naive place. It's a village, and most places are lit by the moon. He was on his cycle when he saw our neighbor walking by him. She was a very old widow, and as always he said hi and asked where she was heading to. As regularly as always she replied and mention somewhere. But the note uncle made was that she didn't let her white saree down from her face. He let her pass and he came back home, parked his cycle at a side. And he found out that the entire neighborhood has gather in front of lady's house, mourning for her death.
So.....sorry.....I've got you where you started from. :P
well...I believe that ghosts are real because when someone dies like by suicide or if they die prematurely they don't know they're dead yet or they have unfinished business they need to do before they can cross over.