There are no such thing as ghosts. But the concept is fascinating and as a child I desperately wanted ghosts to be real. I've been on many a ghost tour and haunted house trip, and I went to college at one of the most "haunted" campuses in the US. All for naught, of course. Ghosts do not exist, and cannot unless we quite literally ditch everything we know about physics and chemistry.
Ghost "sightings" or encounters are an interesting peek into human psychology. We have an inherent desire to want to explain everything, and "I have no idea and may never know" is extremely unsatisfying. But for the life of me, I cannot personally understand why people immediately leap to "ghosts." For instance, one day a couple of years ago I heard a strange noise, and walked into my kitchen to see my colander sitting perfectly upright on the floor. I had thought I had washed it and put it away the night before. This stood out to me only because I remember thinking "huh, I bet this sort of thing would cause a lot of people to say 'ghosts did it' or some such nonsense." But it could be my faulty memory; maybe I left it sitting on the counter to dry. And maybe it was perched precariously, or a bug or a draft caused it to unbalance. Maybe I went temporarily insane and knocked it over myself without realizing and/or remembering it. Or maybe a wormhole opened up and some alien force from light years away decided to smurf with me. All of these explanations are more plausible than ghosts.
Why "ghosts"? The idea that unknown sounds or sightings have to be forces from the dead is entirely arbitrary; why couldn't it be virtually anything else? If it has to be pseudo-supernatural, why not gods, demons, pixies, leprechauns, aliens, or invisible pink unicorns? This attribution to mysterious forces beyond the grave is entirely fabricated and arbitrary -- a combination of wishful thinking about the afterlife and ingrained cultural mythology.
Ghosts do present an interesting thought experiment, though. Here's a question: do ghosts have mass? If yes, then the slightest breeze should send them flying. The general idea seems to be that ghosts do not in fact have any mass and are instead made up of something else (left entirely unexplained). But what are the consequences of that? If there is no mass, then the object is not affected by gravity, and nothing to hold the ghost to the Earth. Instead, the ghost should fall through the Earth as the planet hurtles through space around the sun, and we should "see" a constant wave of ghosts in our trail. Of course, the rebuttal to this thought experiment is inevitably some variation of "but magic," which just reinforces the idea that it's all made up to begin with. Where is this mysterious "ghost energy," and why can it interact with our senses while simultaneously being entirely undetectable by objective measurements?
A much more likely cause to ghost "sightings" is simple psychology: we, as human beings, tend to
see what we want to see (or expect to see). And we also have a tendency to
remember only strange things that stand out, while disregarding other data. Our brains are strange and unreliable and powerful enough to
make us sick or
cure us, so the idea that it can make someone see something weird that wasn't actually there is entirely unremarkable.
TL;DR: ghosts are cool but not real (or, at least, as equally likely as invisible unicorns).