We know that evil spirits roam the earth: “And the Lord said to Satan, “From where do you come?” So Satan answered the Lord and said, “From going to and fro on the earth, and from walking back and forth on it.”
— Job 1:7
“Be sober, be vigilant; because your adversary the devil walks about like a roaring lion, seeking whom he may devour.” — I Pet. 5:8
In Mt. 12:43-45 Jesus said, “When an unclean spirit goes out of a man, he goes through dry places, seeking rest, and finds none. Then he says, ‘I will return to my house from which I came.’ And when he comes, he finds it empty, swept, and put in order. Then he goes and takes with him seven other spirits more wicked than himself, and they enter and dwell there; and the last state of that man is worse than the first. So shall it also be with this wicked generation.”
In Matthew chapter 8, Mark chapter 5, and Luke chapter 8 we read of demon-possessed people living in the tombs among rotting bodies. That tells you a lot about demons.
Sometimes demons appear as “ghosts.” But however they appear, be aware: Their goal is to undermine your faith. Demons want to make you believe that the spirits of dead people haunt places, or speak through "mediums." Their mission is to convince you that the Bible is wrong when it says that when Christians die they are “absent from the body…present with the Lord” — II Cor. 5:8
The Lord says that no one haunts the earth after they die: “And as it is appointed unto men once to die, but after this the judgment...Then shall he say also unto them on the left hand, Depart from me, ye cursed, into everlasting fire, prepared for the devil and his angels” — Heb. 9:27, Mt. 25:41
All “hauntings” are demons. God teaches us in the Bible that no one dies and comes back to give messages to the living (except, of course, for Christ) — much less to “haunt” places as a ghost. These are demons trying to trick you into questioning and then rejecting the Bible. Do not be tricked by them, and do not be afraid of them. They can do you no serious harm – unless you invite them in. Never play with Ouija boards, go to “mediums” or “psychics,” participate in a séance, have your horoscope read, read occult/New Age books or watch the videos...and you can probably add to that list. All are doorways to your doom.
Remember that the Lord tells us that the dead never return to the earth: “it is appointed for men to die once, but after this the judgment” — Heb. 9:27. Not “after this they are ghosts.” Believers die and go immediately to heaven. Unbelievers die and go immediately to hell. Neither stays on the earth as ghosts. Ghosts are demons. Their sole mission is to convince you that what the Bible teaches is wrong. If you are ever confronted by one of them, resist and pray, as the book of James 4:7-8 says: “Therefore submit to God. Resist the devil and he will flee from you. Draw near to God and He will draw near to you.”