Only a thin curtain of happenstance separates this world from the realm of ghosts, both helpful and hurtful. At times a rent appears in that curtain, allowing contact between the two worlds. Such interaction is frightening (and sometimes fatal), so tales of such meetings send chills racing down even the most sensible spines.
In an odd way, our belief in ghosts is comforting. Their existence is proof of life continuing after death; to believe in ghosts is to believe in the indomitable human spirit.