I can only say from my personal experiences that some form of ‘ghosts’ exist. My grandmother, who was born in 1888 in the West of Ireland, regularly saw ghosts and I seem to have inherited some of this propensity

She told me that in the early 1900s she regularly had to make a journey by horse and trap to the nearest town, often leaving so early in the morning that it was still quite dark. At a certain point on the road, the horse would rear up and become distressed and stop. A man in a dark coat and hat would then appear in the trap, the horse would set off again, and a few miles down the road the man would disappear into thin air. They never discovered who he might have been. When I asked her what she would do whilst this apparition rode along beside her, she would reply ‘I would keep my head straight, looking forward and say a few prayers to myself. It’s the living you have to fear, not the dead!’
For myself, I have had a few strange occurrences, thankfully none in recent years, because in spite of my Grandma’s excellent advice, I found them petrifying and terrifying. The most dramatic was an encounter I discussed elsewhere on Catholic Answers and the general agreement was that I had been visited by a demon; I’m still not sure whether it was a demon, an angel or something else. This was particularly frightening because it conversed with me, mostly about religion and foretold things that have since come to pass, and I was completely powerless in it’s presence, unable even to muster the presence of mind to ask who it was, or to get up and run. I also couldn’t hide anything from it in that it knew what I was thinking and responded to my thoughts. It was the most terrifying incident of my life and still haunts me (no pun intended!) over 30 years later when I think about it.
So yes, they are real. Why some people have these experiences and others do not is an interesting question to me. The apparition mentioned Doubting Thomas and believing without seeing, chiding me for my lack of faith, so maybe it’s a way of getting our attention. It certainly focused my mind on the things of heaven rather than of earth!