Yes. I've lived in a few houses that have been haunted. I don't know what the existence of ghosts implies. If they are human spirits, it seems they ought to be in heaven or hell, but if you believe in purgatory, then it makes sense that perhaps these ghosts are the spirits of humans doing their purgatory on earth, so to speak...re-living past events over and over until they are detached from whatever is keeping them from moving on to life eternal. Maybe they are there to remind us that we ought to pray more or something. In some cases, maybe ghosts are actually demons trying to get us to do their will and turn towards evil. Who knows.
I certainly believe in the Holy Ghost.
Didn't Jesus eat with the apostles post-resurrection to prove he wasn't a ghost? If so, I'd say the idea of ghosts was clear in the minds of those disciples!