Some people think they see ghosts because they are looking for them. If they know they're in a haunted house, they're much more likely to have a supernatural experience.
Power of suggestion
Some people who see ghosts might have something wrong with their brains. A neurologist was looking into a woman's epileptic seizures when he found that putting a current through a certain part of her brain made her feel like someone was imitating her from behind.
It is a piece of equipment that sends magnetic signals to the brain. It was made to study religious and mystical experiences, but it seems to be able to cause paranormal ones.
The God Helmet
A study found that stress can make women say they've seen or heard things that don't make sense. There was a link between traumatic stress and things like being possessed and having extrasensory perception.
Perhaps ghosts are just sounds with very low frequencies. More specifically, infrasounds, which are sounds that are too low for most people to hear.
These frequencies can actually trigger physical and emotional responses akin to paranormal experiences.
What's a scary, haunted place without some mould? Well, the truth is that some types of mould can actually make you see things that aren't there and make it hard to keep your balance and move around.