Grace & Peace!
I think it’s possible that ghosts exist, but I think some distinctions or classifications amongst types of apparitions need to be made.
For me, a ghost is something of a psychic residue of some sort left behind by a particular act or individual that can be experienced or witnessed by some who are sensitive enough to witness it. As such, a ghost is not a soul, though according to some, a soul can be attached to this residue as if it were a sort of psychic chain forged in this life of which the soul cannot let go. The experience of the soul may be a purgatorial one–having forged a series of chains in this life to which it stuck, it cannot move on to the bliss proper to it until those chains are dissolved. To exorcize a ghost, therefore, is to free the soul from this chain. This is one idea, at any rate.
I also believe that people can create thought-forms which can haunt them, what are called tulpas in the East, and egregores in the West. In general, I do not think such thought forms are good, though many in occult circles create and use them for a variety of purposes which do not appear, at first, to be evil. However, the mere creation of them (which is much like a sublimation of desire and will) has at its root a turning away from Deity that cannot but infect the nature of the creature itself. I believe it is possible for demonic entities to make use of these thought-forms, but I think in general, these forms are responsible for a variety of poltergeist activity.
I think demonic entities have bigger fish to fry, though, than being spooky–and I believe that in terms of their activity, much of it revolves around testing or afflicting mankind in such a way as to coerce people to abandon God through sin. But I believe in doing this (because God can draw good out of evil, for even despite themselves, the true nature of the demons is good, having come originally from the source of the Good), they serve a good purpose by strengthening faith in those who overcome them by grace.
And finally, I think it may be granted that a soul of the departed may appear to one still on this earth–apparitions of saints are a good example of this, but I’m not sure that this sort of activity is limited only to those canonized. After all, the church includes those who have gone before us, and we are all one great family in Christ our head.
Which is all to say that I don’t think that all “ghost” activity is demonic.
–Mark
Deo Gratias!