When they saw Jesus walking on the water, they thought He was a ghost, so they must have thought ghosts existed. for a person to think some thing is a ghost, they must believe ghosts exist. When i was about 5 years old, my grandpa died.one night i was laying ther thinking of him not long after his death, missing him and crying. my bedroom was on second floor, and i heard a tapping on window, it was a figure that looked like my grandpa and it was telling me not to cry, that he was with me. well i rolled over and went to sleep, and didn't cry over grandpa any more. today i believe that it was a familiar spirit, trying to get me entangled in the talking to dead people, like my family did, my grandma was a spiritulist, and today i think it was an entity she conjoured up trying to make contact with grandpa after he died. i believe ghosts exist, seeing one with my own 2 eyes, but i think they are familar spirits and not loved ones coming back fro grave.