Humans, like most animals, are pattern seekers. IMHO, it's this that best explains why so many believe in ghosts. We also tend to attach intent to random events and we are susceptible to phenomena such as sleep paralysis. I once experienced sleep paralysis where I saw two large green eyes spaced about 9 inches apart at a level above my bed that would have been about 7-8 feet tall. It seemed very real at the time. It was only years later when I learned about the phenomena that it all made sense. At the time I was an xian and thought it was a demon.
Well when you put it in those terms, ever