My older sister has a ghost that's followed her around for years.
I lived with her once for about 3 months, and so much weird stuff happened in that time. All my sister would say to me when I mentioned it was that her ghost "didn't like me being there."
Things like going to bed with everything locked up and switched off and waking up in the morning with the back door open, lights on and the kettle switched on. One night my sister and I were getting ready to go out and I'd asked to borrow her liquid foundation. I used it and put it back where she kept her makeup. Ten minutes later she's asking me for it and it was nowhere to be seen. She accused me of taking it and made me buy her a new one and refused to listen to my side of the story. About a year or so later when she was packing to move to a new house, she found the makeup in a shoebox with some old letters. The shoebox was in a zipped up suitcase that was underneath her bed.
But probably the most scared I ever felt was one afternoon when I was the only one in the house (which never happened as four other people lived there). I'd arrived home from work and headed straight to the bathroom. All the doors/windows etc were closed. I was standing in the bathroom and started squeezing a pimple on my chin when a female voice in the hall said "stop picking your zits!" It was loud enough and sounded real enough and at the time I thought it was my sister. So I laughed, told her to "fuck off" and asked what she was doing for dinner. No answer. I stuck my head out into the hall. No one there. I searched the house top to bottom and there was no one home. I sat out on the front porch until someone else got home because I didn't want to be in there alone.