I would probably dismiss what I saw as simply something that I didn't have enough knowledge to explain or some sort of illusion based on a defect in my own fallible human senses. I can't even imagine what I could witness that would actually convince me that I saw a ghost or an alien ship.

Assuming for the sake of discussion that I was convinced, I would probably tell people, at least my friends. The first person I tell would obviously be Shorty, because she's gullible enough to believe anything and so wouldn't laugh at me.