I don’t have any plans on going ghost hunting…I just was wondering if it’s considered sinful. For example, there are a few cry baby bridges in my area, if I were to go to those, obviously seeking to see/hear something…would I be committing a sin?
I wouldn’t try to deliberately seek out ghosts. What you describe is harmless, but… curiosity in this area can lead to pursuit of things not directed toward God. Seances are a way some people try to get in touch with “ghosts” and can open the door to poltergeists and demons.
On the other hand, I think that some “ghosts” may be people working out some type of purgatory. When my sister was about 11, she used to visit with the granddaughter of an old lady who lived up the street. At 3:00, they could hear a man’s voice saying the rosary. (The lady was a widow.) My sister and the granddaughter went into the bedroom where the voice came from. It had been the bedroom of an uncle who had been killed in the Korean War. The voice seemed to come from the man’s picture. The grandmother said that she thought it was her son praying, since it started right after his death. (This was in the late 60’s.)
My aunt and uncle bought a house where a man committed suicide. For years, there were strange occurrences, especially in one particular room. There was one bedroom where the bed shook at 6:30 in the morning. My mother stayed in that room one time. She locked the door as she was getting ready for bed. She heard footsteps, saw the door open, heard footsteps again, and then saw an indentation on the bed. Eventually, the indentation went away. Naturally, she had trouble sleeping.

The next morning at 6:30 the bed started shaking. On other visits, she saw things like a loaf of bread go flying off the counter top, and her teacup sliding off the table then drop straight down. These types of things went on for about twenty years and then stopped.
I truly believe that some “ghosts” are souls who are doing some type of penance, but others are of a demonic nature. As a child, I knew an evil man that people said had a shadow that looked like an upright goat that followed him. They claimed it could be seen in a hallway with no windows. If something like that was actually following him, I would say it was a demon.
So… bottom line don’t go ghost hunting, you might find something else instead.